PROXY = [] #заполненный список строками вида ип:порт
#...
 default_proxy = socks.socksocket
    for proxy in PROXY:
        proxy_ip,proxy_port = proxy.replace('\n','').replace('\t','').replace('\r','').split(':')
        try:
            socks.setdefaultproxy(socks.PROXY_TYPE_SOCKS5,proxy_ip,int(proxy_port),True)
            socket.socket = socks.socksocket
            req=urllib2.Request('http://google.com/')
            urllib2.urlopen(req)
            break
        except Exception as E:
            print E
            continue
        finally:
            socks.setdefaultproxy(default_proxy)
            socket.socket = socks.socksocket