System-wide proxies in CLI Ubuntu/Server must be set as environment variables.

• Open the /etc/environment file with vi (or your favorite editor). This file stores the system-wide variables initialized upon boot.

• Add the following lines, modifying appropriately. You must duplicate in both upper-case and lower-case because (unfortunately) some programs only look for one or the other:

  http_proxy="http://myproxy.server.com:8080/"
  https_proxy="http://myproxy.server.com:8080/"
  ftp_proxy="http://myproxy.server.com:8080/"
  no_proxy="localhost,127.0.0.1,localaddress,.localdomain.com"
  HTTP_PROXY="http://myproxy.server.com:8080/"
  HTTPS_PROXY="http://myproxy.server.com:8080/"
  FTP_PROXY="http://myproxy.server.com:8080/"
  NO_PROXY="localhost,127.0.0.1,localaddress,.localdomain.com"
  

• apt-get, aptitude, etc. will not obey the environment variables when used normally with sudo. So separately configure them; create a file called 95proxies in /etc/apt/apt.conf.d/, and include the following:

  Acquire::http::proxy "http://myproxy.server.com:8080/";
  Acquire::ftp::proxy "ftp://myproxy.server.com:8080/";
  Acquire::https::proxy "https://myproxy.server.com:8080/";
  

Finally, logout and reboot to make sure the changes take effect.

Sources: 1, 2. See 1 in particular for additional help, including a script to quickly turn on/off the proxies.