How can I open a website with urllib via proxy in Python?

By default, urlopen uses the environment variable http_proxy to determine which HTTP proxy to use:

$ export http_proxy='http://myproxy.example.com:1234'
$ python myscript.py  # Using http://myproxy.example.com:1234 as a proxy

If you instead want to specify a proxy inside your application, you can give a proxies argument to urlopen:

proxies = {'http': 'http://myproxy.example.com:1234'}
print("Using HTTP proxy %s" % proxies['http'])
urllib.urlopen("http://www.google.com", proxies=proxies)

Edit: If I understand your comments correctly, you want to try several proxies and print each proxy as you try it. How about something like this?

candidate_proxies = ['http://proxy1.example.com:1234',
                     'http://proxy2.example.com:1234',
                     'http://proxy3.example.com:1234']
for proxy in candidate_proxies:
    print("Trying HTTP proxy %s" % proxy)
    try:
        result = urllib.urlopen("http://www.google.com", proxies={'http': proxy})
        print("Got URL using proxy %s" % proxy)
        break
    except:
        print("Trying next proxy in 5 seconds")
        time.sleep(5)

Python 3 is slightly different here. It will try to auto detect proxy settings but if you need specific or manual proxy settings, think about this kind of code:

#!/usr/bin/env python3
import urllib.request

proxy_support = urllib.request.ProxyHandler({'http' : 'http://user:pass@server:port', 
                                             'https': 'https://...'})
opener = urllib.request.build_opener(proxy_support)
urllib.request.install_opener(opener)

with urllib.request.urlopen(url) as response:
    # ... implement things such as 'html = response.read()'

Refer also to the relevant section in the Python 3 docs