I have been switching to Ubuntu Linux and here you can setup your network proxy quite easy. You have different profiles you can set and store and simply select the profile of the customer you are currently at. More here

In my previous company I made the switch from Windows to Linux. Again at my current company I am trying the same at the moment. The difference between the situation now and the previous situation is that I am switching more and more between locations and customers. I feel from time to time a laptop nomad and have to change settings every time I am at a different network.