GNU Wget is a widely-used command-line utility, especially among Linux users, for downloading files from the internet due to its support for various protocols such as HTTP, HTTPS, and FTP. It is part of the GNU Project and offers features like batch downloads, resuming interrupted downloads, and recursive downloading, making it suitable for web scraping and archiving tasks. Wget's ability to integrate with proxies enhances its utility by allowing users to bypass regional restrictions, maintain anonymity, and improve performance through load balancing. Configuring Wget with a proxy can be done in several ways, including setting system-level environment variables, updating configuration files for all users or individual users, or using command-line options for single requests. Using proxies with Wget can optimize the downloading process and is especially beneficial when used with the right proxy service provider, such as Bright Data, which offers solutions to improve data retrieval reliability for various business needs.