I'm looking for a program which acts as a proxy manager for Ubuntu just as Proxifier does for windows.
According to the description of the homepage of Proxifier, the software Privoxy looks like a good recommendation. Privoxy is a proxy application which filters a lot privacy related things (cookies, webbugs etc.). However the software allows you to configure HTTP, SOCKS and other types of software and is very flexible. I am sure that this is a good replacement.
After reading your comment I can go a bit more into detail:
The central configuration file is
Lets assume you want to send all traffic to example.com though proxy-a and all traffic to askubuntu.com through proxy-b. SSL/TLS traffic (HTTPS) should not use any proxy. So you add the following lines: