I'm with HagioHost, TMZ Hosting, and O2 Proxy Host for shared proxy hosting. I've also got a small / mid size VPS for some others.
HagioHost has been quite realiable and very speedy. The only real downside to them is the small number of addon domains available only up to 6. Other than that I'm very satisfied.
I think we all know TMZ. Now since the last downtime, it's been okay, so I'm continuing on with them for what I've already got hosted there.
Nathan's O2 Proxy Host has been great so far. Service has been very speedy and uptime is great. I would highly reccommend them to people looking for shared proxy hosting. Nathan is very easy to do business with.