import urllib
proxies = {'http': 'http://proxyaddress:8080'}
a = urllib.urlopen( "http://lefil.ru", proxies=proxies )

import urllib2, urllib
proxy_info = {
    'user' : 'login',
    'pass' : 'passwd',
    'host' : "proxyaddress",
    'port' : 8080
}
proxy_support = urllib2.ProxyHandler({"http" : "http://%(user)s:%(pass)s@%(host)s:%(port)d" % proxy_info})
opener = urllib2.build_opener(proxy_support, urllib2.HTTPHandler)

request0 = urllib2.Request('http://mail.ru', None, {"User-Agent": "Mozilla/5.0 (Windows; U; Windows NT 5.1; ru; rv:1.8.1.8) Gecko/20071008 Firefox/2.0.0.8"})
handle0 = opener.open(request0)
data0 = handle0.read()
print data0
handle0.close()