I'm guessing a 3G provider other than Three or Vodaphone - said proxy is why I left T-Mobile. Last I tried you can instruct the proxy not to alter your web traffic using HTTP cache control headers e.g. http://www.lewiz.org/2007/01/hacking-t-mobile-web-proxy.html
Yes! They re-write webpages to insert a bunch of script, which re-writes all alt tags to instructions for fetching higher quality images for this or all images on the page. It is annoying. They also have a psuedo-random interstitial telling me that I'm over the "fair use" allowance.
The only reason I'm still using them is that they don't charge for MB or GB; I pay for three months and get "unlimited surfing". They block some stuff after you hit 1GB, but that's trivially easy to get around. Which I do, since they've said I get unlimited web use.
