I'm posting this here because I couldn't see how to 
upload a file to bug 545480. 
 
Here are some more examples. 
 
I don't use a proxy, so I haven't tested them.  They're 
very simple though (famous last words...). 
 
I include examples about adding headers, since I get the 
impression people assume it's awkward to do this with 
urllib2.  Also, User-Agent is a special case that often 
comes up. 
 
The patch also fixes a couple of markup nits.