If you're not having proxy-related problems, don't specify a proxy, Markly Darkly. If you have have a problem that you need to specify a proxy to fix, then do so, but remember that certain operations, like accessing your modem settings, can't be done if you've specified a proxy. Also, check every now and then and see if the problem's been fixed: ntl probably use proxy assignments to load balance their system; if a lot of customers specify proxies, they can't do this.
Edit: if you use Firefox, get the
SwitchProxy extension. This enables you to set up several proxies and switch them on the fly.