Same problem here, getting auth failed: (null) both stratum:3333,eu and us server on port 8332
worker settings ok (i've just changed the url params for us and eu server)
Port 3333 is for stratum.. so if your trying to mine on that port make sure your at a version of cgminer that handles stratum. Im still on 2.10.5 myself.
If your looking for the old getwork protocol. Older cgminer.. port 8332 is what you want to use.
I have a lot of confidence in the following servers myself.
http://stratum.ozco.in:3333http://us.ozco.in:8332