 This randomized phase II trial is studying how well giving docetaxel together with either cetuximab or bortezomib works as first-line therapy in treating patients with stage III or stage IV non-small cell lung cancer. Drugs used in chemotherapy, such as docetaxel, work in different ways to stop the growth of tumor cells, either by killing the cells or by stopping them from dividing. Monoclonal antibodies, such as cetuximab, can block tumor growth in different ways. Some find tumor cells and kill them or carry tumor-killing substances to them. Others interfere with the ability of tumor cells to grow and spread. Bortezomib may stop the growth of tumor cells by blocking some of the enzymes needed for cell growth. Giving docetaxel together with either cetuximab or bortezomib may be effective as first-line therapy in treating non-small cell lung cancer. 