http://perishablepress.com/press/2008/04/20/how-to-block-proxy-servers-via-htaccess/ This details a method to block 99.9% of proxy traffic via htaccess without overloading it with a huge list of servers instead of... thoughts?
Nice, pretty much exactly what I'd have done had I had hat problem. Of course it only blocks proxies that actually send one of these headers (an estimate of 99.9% might be a little high...), so you might still want to manually add a few hosts to the htaccess list. A good example are TOR users, which are notoriously stealthy - but you could get a list of the TOR exit nodes to block them.