How can I use an HTTP proxy for a JAX-WS request without setting a system-wide property?

I recommend using a custom ProxySelector. I had the same problem and it works great and is super flexible. It's simple too.

Here's my CustomProxySelector:

import org.hibernate.validator.util.LoggerFactory;
import org.springframework.beans.factory.annotation.Value;

import java.io.BufferedReader;
import java.io.IOException;
import java.io.InputStream;
import java.io.InputStreamReader;
import java.net.*;
import java.util.ArrayList;
import java.util.List;
import java.util.logging.Logger;

/**
 * So the way a ProxySelector works is that for all Connections made,
 * it delegates to a proxySelector(There is a default we're going to
 * override with this class) to know if it needs to use a proxy
 * for the connection.
 * <p>This class was specifically created with the intent to proxy connections
 * going to the allegiance soap service.</p>
 *
 * @author Nate
 */
class CustomProxySelector extends ProxySelector {

    private final ProxySelector def;

    private Proxy proxy;

    private static final Logger logger = Logger.getLogger(CustomProxySelector.class.getName());

    private List<Proxy> proxyList = new ArrayList<Proxy>();

    /*
     * We want to hang onto the default and delegate
     * everything to it unless it's one of the url's
     * we need proxied.
     */
    CustomProxySelector(String proxyHost, String proxyPort) {
        this.def = ProxySelector.getDefault();
        proxy = new Proxy(Proxy.Type.HTTP, new InetSocketAddress(proxyHost, (null == proxyPort) ? 80 : Integer.valueOf(proxyPort)));
        proxyList.add(proxy);
        ProxySelector.setDefault(this);
    }

    @Override
    public List<Proxy> select(URI uri) {
        logger.info("Trying to reach URL : " + uri);
        if (uri == null) {
            throw new IllegalArgumentException("URI can't be null.");
        }
        if (uri.getHost().contains("allegiancetech")) {
            logger.info("We're trying to reach allegiance so we're going to use the extProxy.");
            return proxyList;
        }
        return def.select(uri);
    }

    /*
    * Method called by the handlers when it failed to connect
    * to one of the proxies returned by select().
    */
    @Override
    public void connectFailed(URI uri, SocketAddress sa, IOException ioe) {
        logger.severe("Failed to connect to a proxy when connecting to " + uri.getHost());
        if (uri == null || sa == null || ioe == null) {
            throw new IllegalArgumentException("Arguments can't be null.");
        }
        def.connectFailed(uri, sa, ioe);
    }
}

If you are using JAX-WS you might be able to set the socket factory used by the underlying HttpURLConnection. I see vague signs that this is possible for SSL (see HTTPS SSLSocketFactory) but I'm not certain if you can do that for regular HTTP connections (or quite frankly how that even works: the JAXWSProperties class they reference appears to be a non-standard JDK class).

If you can set the socket factory then you can configure a custom socket factory that uses the specific proxy you want.