For those who are interested I found the definitive way to set proxy settings from within qgis plugin in a user-transparent way. This is useful if you plan to use webservices with urllib or QwebWiew. Using Qsetting function is possible to read and write user application options setting stored in registry from qgis application. The problem is that registry keys use is not documented, but digging into qgis source is possible to find them and use it in plugin for other purpouse. Here is a block of code to properly set Proxy parameters.
# procedure to set proxy if needed
s = QSettings() #getting proxy from qgis options settings
proxyEnabled = s.value("proxy/proxyEnabled", "")
proxyType = s.value("proxy/proxyType", "" )
proxyHost = s.value("proxy/proxyHost", "" )
proxyPort = s.value("proxy/proxyPort", "" )
proxyUser = s.value("proxy/proxyUser", "" )
proxyPassword = s.value("proxy/proxyPassword", "" )
if proxyEnabled == "true": # test if there are proxy settings
proxy = QNetworkProxy()
if proxyType == "DefaultProxy":
proxy.setType(QNetworkProxy.DefaultProxy)
elif proxyType == "Socks5Proxy":
proxy.setType(QNetworkProxy.Socks5Proxy)
elif proxyType == "HttpProxy":
proxy.setType(QNetworkProxy.HttpProxy)
elif proxyType == "HttpCachingProxy":
proxy.setType(QNetworkProxy.HttpCachingProxy)
elif proxyType == "FtpCachingProxy":
proxy.setType(QNetworkProxy.FtpCachingProxy)
proxy.setHostName(proxyHost)
proxy.setPort(int(proxyPort))
proxy.setUser(proxyUser)
proxy.setPassword(proxyPassword)
QNetworkProxy.setApplicationProxy(proxy)