EXECUTIVE SUMMARY ON USAGE:

Single pool:

cgminer -o http://pool:port -u username -p password

Multiple pools:

cgminer -o http://pool1:port -u pool1username -p pool1password -o http://pool2:port -u pool2usernmae -p pool2password

Single pool with a standard http proxy:

cgminer -o "http:proxy:port|http://pool:port" -u username -p password

Single pool with a socks5 proxy:

cgminer -o "socks5:proxy:port|http://pool:port" -u username -p password

Single pool with stratum protocol support:

cgminer -o stratum+tcp://pool:port -u username -p password

The list of proxy types are:
 http:    standard http 1.1 proxy
 http0:   http 1.0 proxy
 socks4:  socks4 proxy
 socks5:  socks5 proxy
 socks4a: socks4a proxy
 socks5h: socks5 proxy using a hostname