Comment # 1 on bug 902359 from Bernhard Wiedemann

I think, it is possible to have proxy profiles in yast2-proxy.
So you could save on typing, but would still need to logout+in
for the new http_proxy variable to take effect.

I can think of some alternatives:
1) for browsers there is the .pac (proxy-auto-configuration) file/format
  which is javascript that can specify multiple proxies to try and failover

2) you can use a simple script to set http_proxy depending on your network
like this
ip=`ip a|grep -v 127.0.0|awk '/inet /{print $2}'`
if [ "$ip" = x.x.x.x ] ; then export http_proxy=http://foo ; fi

and you could add this script to your ~/.bashrc so even though
X might not have the right value, when you start X programs from a shell,
they will have it.