First off, you should probably know what natively uses proxies and what doesn't in scrapebox. As not everything uses proxies, even if you have the use proxies box checked. Then you can look at what does use proxies and go from there. From my FAQ:
In some cases scrapebox will not use proxies even if the use proxies box is checked. This is because some elements have no need for proxies and it would only slow things down. To this end this FAQ shows you what elements will and will not use proxies if the use proxies box is checked.
That is to say, I am going to assume the the use proxies box IS checked, below will tell you if scrapebox will ignore that, or if it will use the proxies.
Main Scrapebox GUI:
Fast Poster - Proxies are used
Slow Poster - Proxies are used
Manual Poster - Proxies are used
Link Checker - Proxies not used
Addons:
Link Extractor - Proxies not used
Fake PR Checker - Proxies are used
Rapid Indexer - Proxies not used
Backlink Checker - Proxies are used
******** Test - Proxies are not used
********/Nofollow Check - Proxies are used
Blog Analyzer - Proxies are used
Malware Addon - Proxies are used
Alive Check - Proxies are used
Google Image Grabber - Proxies are used
WhoIs Scraper - If you have SOCKS proxies they are used, HTTP proxies are not used
This FAQ is still under construction.'
Source:
http://scrapeboxfaq.com/when-are-proxies-used-and-not-used-by-scrapebox
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As for the quick list, unless your using a nice delay and the single threaded harvester, you would probably want proxies for scraping the engines. The reason is just so your home IP doesn't get banned. Which wouldn't negatively affect you using your home pc, but just scraping via tools etc... If you don't need to go fast, setup a random delay and use your IP. If you want to go fast, use proxies.
The MOST important thing to use proxies for is posting. The reason for this is if someone files a complaint your ISP may not like it. I forgot to use proxies at home one time, and someone sent a complaint to my ISP and they said they would cancel me if it happened again. Not being able to get internet access at your house would be pretty inconvenient. So unless you have an ISP who doesn't care, then you need proxies for posting comments/trackbacks/RSS submission.
Else you don't "need" proxies for anything really, but in many cases you will be able to go much faster, so thats the reason.