Actually this just didn't work very well for me 
Set it up with BTC Guild as primary and Slush as secondary. BTC Guild is having intermittent connection issues, so I wanted a backup. However, overnight all of my GUIMiner clients got stuck with a "connection problem". My one phoenix client (which is also on same machine as my proxy) continued working fine however.
Sounds strange. The switch should occur either upon work request or work submission. The latter isn't very nice because a share might be lost. We are working on exponential backoff to temporarily blacklist flapping pools (intermittent connection issues). Should it occur again please provide a tcpdump (just let tcpdump run along capturing traffic from/to the pool proxy port 80, and use temporary passwords between pool proxy and the workers). Set it up with BTC Guild as primary and Slush as secondary. BTC Guild is having intermittent connection issues, so I wanted a backup. However, overnight all of my GUIMiner clients got stuck with a "connection problem". My one phoenix client (which is also on same machine as my proxy) continued working fine however.