I've been very happy with Authoxy, which allows me to use applications that don't support proxy authentication.

Initially I didn't have any success with GData either (I'm using Python, naturally). I did a search and found a thread on proxy support with a reference to this Python CookBook recipe. So I tried setting the 'https_proxy' environment variable (to 'http://127.0.0.1:8080/') but it didn't work. I dug through Google's code and even stepped around in the debugger. I learned a few things (as I always do when reading code) but I just couldn't get it to work. So I set it aside.
When I came back to it, I noticed in gdata.py-1.0.10.1/src/atom/service.py (after searching for 'https_proxy' in Spotlight, which is very useful for searching sources on Leopard) that they also look for 'http_proxy'. So I set it too (also to 'http://127.0.0.1:8080/') and success! (This is certainly not the first time I've very quickly solved a problem when coming back to it after a break. Sometimes it seems like the longer the break the easier it gets.) As I learned from a Google Developer Podcast (which I recommend), one can use the Spreadsheets Data API to read and write entire rows, effectively using a spreadsheet as a flat file database. Pretty slick.

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