removing the proxy details from the browser won't work if the company has configured the firewall to only allow outbound HTTP/S on the firewall from the proxy server - trying to route directly to the net won't work if they've done this. If it does work, then the security/networking staff need replacing!!! That would also mean your network is probably using NAT and that can give attackers knowledge of your internal systems.
Again, if its a business related site then a business case to the IT department is all that's usually required. I would allow "reasonable sites", anything that poses a risk to the business either legally or morally I would reject. - This goes for people at all levels - I don't care what level they are - even a CEO is just an employee of the legal person (company). People in Infomation Security are there to protect the business, from threats and most of them normally come from inside the network!
Another way is services such as gotomypc that can be used to connect to your home PC whilst at work, and you can surf as much as you want - or as much as your boss will allow. They do a free trial. This poses little risk to the business as you're surfing from home - not work. Also - if someone walks past and sees inappropritate content on your screen and moan - the logs show no evidence so they can't prove anything. (my alter security ego talking there).
Google and cached pages is a 'static' way around it, and many proxy sites out there but much of the proxy software, bluecoat etc will normally give the option to ban such sites - again a company would normally do this as its not worth banning a site on one hand just for someone to circumvent the controls and put the company in exactly the same problem that it was trying to protect itself against in the first place.
But I would read your acceptable network usage pollicy if you have one - trying to get around these controls could get you sacked.
On a brighter note as I tell people that moan at me about not unbloking sites - safer to do it at home.
Most mobile phones have web capability now anyway - that's another way around it.
G.