As of version 5.9, iCab Mobile for iPhone and iPad now supports setting a proxy server, independently from iOS’s own proxy support (under in-app Settings > Proxy). This can be quite useful if your company requires you to use a proxy but you don’t want to set it system-wide in iOS, if you are trying to access a web app or other resources that are otherwise not allowed in your region, or if you simply want to use a proxy service for an additional layer of personal privacy and security.
If you haven’t checked out iCab Mobile, you really should. It’s a fantastic alternative browser jam-packed with great features like tons of support for third-party services, a Dropbox-friendly downloads manager, the ability to upload files to websites (which Safari can’t do), and lots of search engine flexibility and perks. It’s universal, and just $2 in the App Store.