The Opera web browser is a good companion to the Proxomitron. It has an extensive (and extensible) set of features. I won't go on about them here. This page is a set of links that are compatible with my two constant browsing companions.
Adding Proxomitron to Opera is as easy as for any browser. Bring up the preferences window (CTRL-F12) and select network under the Advanced tab. Then select proxy servers and configure as shown. (If you wish to use HTTPS, you must configure Proxomitron to use SSL as shown on the DLL page.)
AdBlocker.css is an interesting idea. It uses CSS to block ads, and is written for Opera. I haven't tried it with other browsers yet, but the general idea is portable. This would be easy to incorporate into proxomitron as well. Simply slip in the line to load this css file from Proxomitron into your incoming web stream. (Or use the user stylesheet mechanism, as outlined in the linked page.)
Opera does have its own content blocking mechanism that can be accessed through right-click and select "Block Content ...".
Opera Wiki & Fora
There is also forum for Proxomitron on the Opera Community site.
A tutorial on how to spoof browser ids (user agent) with Opera and Proxomitron.
The Proxomitron is Copyright © 1999-2003 by Scott R. Lemmon.