I am behind a web proxy server at work (no authentication) and I have set it up in Gnome (configuration applied system-wide).
It works fine for accessing internet with a browser, but numerous applications do not make use of this setting (Empathy, Gwibber or Ubuntu One to say a few) and cannot connect.

The question here will be specific to Ubuntu One which is for me more critical.
How did you manage to connect to Ubuntu One when behind a proxy? The easiest solution will be preferred ;-)
Have you used some tools to tunnel the data? Corkscrew? Proxychains? If you have done that sucessfully can you share your experience and configuration instructions?
Note: for those interested, here is the Ubuntu One bug report.
The Ubuntu One is currently (20111031) conducting a user survey on the topic of proxy access. If you are also behind a proxy, please fill up their survey to help them address this problem: Ubuntu One Tweet for User Survey.