Easiest way to fetch SSL page via a proxy in Java

You need to set a java.net.Authenticator before you open your connection:

...

public static void main(String[] args) throws Exception {
    // Set the username and password in a manner which doesn't leave it visible.
    final String username = Console.readLine("[%s]", "Proxy Username");
    final char[] password = Console.readPassword("[%s"], "Proxy Password:");

    // Use a anonymous class for our authenticator for brevity
    Authenticator.setDefault(new Authenticator() {
        protected PasswordAuthentication getPasswordAuthentication() {
            return new PasswordAuthentication(username, password);
        }
    });

    URL url = new URL("https://ssl.site");
    ...
}

To remove your authenticator after you're finished, call the following code:

Authenticator.setDefault(null);

The authenticator in Java SE 6 supports HTTP Basic, HTTP Digest and NTLM. For more information, see the Http Authentication documentation at sun.com

org.apache.commons.httpclient.HttpClient is your friend,

Sample code from http://hc.apache.org/httpclient-3.x/sslguide.html

  HttpClient httpclient = new HttpClient();
  httpclient.getHostConfiguration().setProxy("myproxyhost", 8080);
  httpclient.getState().setProxyCredentials("my-proxy-realm", " myproxyhost",
  new UsernamePasswordCredentials("my-proxy-username", "my-proxy-password"));
  GetMethod httpget = new GetMethod("https://www.verisign.com/");
  try { 
    httpclient.executeMethod(httpget);
    System.out.println(httpget.getStatusLine());
  } finally {
    httpget.releaseConnection();
  }