I dunno, sounded right to me so I went with it... I'd love to just run one proxy though as it will simplify things... Maybe it's splitting hairs and only a small improvement?
I can only speak to my personal 1st hand experience. I run 1 instance of slush's proxy, pointed to BTCGuild, and all 3 cubes show as independent workers. Also, all 3 cubes can handle the same difficulty so whatever the OP of that page was referring to about difficulties is a moot point for me. I believe the latest version of slush's proxy has a flag for propagating difficulties so if that's of need to you (like you run cubes and other hardware that's not as powerful), you might want to test that. But if you are cube-only, you should be fine with just one instance of proxy running.
This.
. It will identify individual clients and treat them as such. Even if you have different hash rates, set them all at the same difficulty.