How do you configure browser proxy settings in a centralized fashion

You can use GPO's in a windows domain to configure proxy settings. Also, use the PAC suggestion, but with DNS autoconfig, setup an A record for WPAD.mydomain, pointing to a local webserver that contains a file called wpad.dat (a copy of proxy.pac) in the web root. Any browser configured with "Automatically configure my proxy settings" or "automatic" or whatever will find this and work. Then only allow your proxy at the gateway. Works a charm! (then laptop users can still connect at home/o'seas etc) It is also a DHCP option. More info: http://findproxyforurl.com/wpad_tutorial.html (needed for mime settings)

Transparent proxy that you can enable and disable on the fly would do it. Since some applications do not explicitly support proxies there are pieces of software that you can install that will force a piece of software to use a proxy. They basically intercept any network activity and instead route it over the proxy you configure. For instance some older IM clients do not support a Socks proxy so people use these pieces of software to overcome that limitation. First google result: http://www.proxycap.com/

I think you should use "http://en.wikipedia.org/wiki/Proxy_auto-config" with special PAC-files (Special script file). This file defines how web browsers and other user agents can automatically choose the appropriate proxy server (access method) for fetching a given URL. So if you need to change settings you just change this file, which had been pointed in browsers. This file, of course, must be accessible from each browser.

If it is for web testing, try the iMacros addon: http://wiki.imacros.net/PROXY