Bill - are you using linux? If so, umit and select Quick Scan - I find that's adequate.
No, I do not use a proxy even though I have a fixed IP. I do not make that many scans on any given network at any one time and I've never detected a rejection (that I know of!). I suspect that ISPs do not have the time/patience/resources to worry about the odd IP scan when they must be bombarded with botnet/etc scans continually. And servers get a LOT of those!