I would be very happy if there would be an interface to change proxy settings. Simple profiles with
switching between them seems to be the simplest and easiest to implement idea.

I'm also fine with a more complex solution, but having a simple but not idiot proof solution instead of
nothing like now, would be a great start.

I though prefer the simpler (and IMHO straight forward) solution anyway, but won't stop anyone in
implementing the later suggestion. :-)