Add support for HTTP proxy servers on the client side

**Issue by [jrudolph](https://github.com/jrudolph)**
_Wednesday Feb 11, 2015 at 13:48 GMT_
_Originally opened as https://github.com/akka/akka/issues/16853_

---

In spray, there's support for connecting to HTTP servers through an HTTP proxy (https://github.com/spray/spray/issues/102). This needs to be implemented for akka-http as well.

An important part of this is how to provide the configuration which requests to proxy and where to get the proxy configuration from. Spray allows configuration in the config file but also tries to pick up the well-known Java properties.

There's another ticket to enable proxying of https connections (#16153).

This is part of the bigger initiative to support a high-level HTTP client interface as tracked as #16856.

/cc @sirthias

Start by reviewing the existing akka-http client connection path and the proxy behavior described in spray issue #102. Define which requests should use an HTTP proxy and where configuration comes from, including the config file and well-known Java properties; done means HTTP-server connections work through the proxy without covering HTTPS proxying from #16153.

Written by the indexing model from the issue text.