performing HTTP requests with cURL (using PROXY)

Beware that if you are using a SOCKS proxy, instead of a HTTP/HTTPS proxy, you will need to use the --socks5 switch instead:

curl --socks5 125.119.175.48:8909 http://example.com/

You can also use --socks5-hostname instead of --socks5 to resolve DNS on the proxy side.

The above solutions might not work with some curl versions I tried them for myself(curl 7.22.0). But what worked for me was:

curl -x http://proxy_server:proxy_port --proxy-user username:password -L http://url

Hope it solves the issue better!

From man curl:

-x, --proxy <[protocol://][user:password@]proxyhost[:port]>

     Use the specified HTTP proxy. 
     If the port number is not specified, it is assumed at port 1080.

General way:

export http_proxy=http://your.proxy.server:port/

Then you can connect through proxy from (many) application.

And, as per comment below, for https:

export https_proxy=https://your.proxy.server:port/