You'll never block them all, so unless there is a really good reason (such as your lawyer tells you to, like Pandora) - don't. Proxy server does not equal evil.

If you don't care about blocking all proxies, just the ones most people would use, you could do two things:

- Google "proxy list". See what comes up. Now write a script that blocks these IPs automatically.

- Look for headers such as "X-Forwarded-For" in your requests. The problem with this is that you will be blocking legitimate proxies that advertise their presence. This is not a good idea. Many people (for example, on corporate networks) rely on a proxy to get their web access.

Again, you will never block all proxies, out-of-country logins, or whatever else you are trying to defeat. Tor and SSH tunnels immediately come to mind as the first things to try to defeat your proxy filter. I'm sure there are lots more.