Came across this while looking for something else, but thought I'd mention this..
Almost all modern browsers support Proxy Auto-Configuration (PAC) [Wiki Entry for PACw
] and Web Proxy Autodiscovery Protocol (WPAD) [Wiki Entry for WPADw
], both of which an tell your web browser how to connect to various servers to retrieve network resources (any kind of resource, not just web pages!) -- And as a bonus, you do not even need to constantly hit a hot key or click a button every time you change networks; It should auto-detect how you're currently connected and respond accordingly.
The major bonus of using PAC is that PAC can return a list of methods to try when trying to retrieve a resource. For example, you may configure your PAC file to return "PROXY proxy.client-a.int:8080; PROXY gateway.client-b.int:8080; PROXY my-home-network.int:8080; DIRECT", which would tell the browser to try, in the order given, each proxy server, until one successfully connects and returns the requested web page. The last bit, the "DIRECT", tells your browser if all proxies fail to respond (like if you're at a public WiFi where none of the previous proxies exist), it'll fall-back to trying to connect directly to the URL originally requested and bypass any proxies. Since most home networks do not use a proxy server, this would also cause the browser to try directly when at home rather than a client site.
This little applet (Turn IE Proxy On/Off) can be extended with PAC, as well.. not only changing the proxy setting of IE, but maybe changing to different PAC files (especially handy if you don't want to run a local proxy/webserver on your laptop), or otherwise change how the chain of requests proceeds, depending on current/new settings.