They only time proxies is really required is posting. Else outside of that its all about speed.
So you can harvest without proxies but it lets you go faster with proxies. Same if you are hitting a lot of urls on 1 website, like email scraping or page scanner or anything else.
If its a lot of websites, and the requests are spread out you don't even need proxies. For email scraping I skip them and just set my connections low like 2 or 3.
For keyword scraping you possibly want proxies. You can try without and if it works well, go with it. If it does not work, then use proxies.
I would always skip proxies on link checker. Just randomize the urls if its lots of domains. If its all the same domain, just set connections low.
thats how I do it anyway