Processing command line parameters This code works, but I'm curious what feedback you have about style and doing things in a more "pythonic" way.

def printUsage():
    print("Usage: goodproxy.py -f &lt;proxyfile&gt; -u &lt;url&gt; -t &lt;timeout&gt;")


def main(argv):    

    filename    = ""
    url         = ""
    timeout     = None

    try:

        # USE GETOPS FOR EASIER PARAMETER PROCESSING
        opts, args = getopt.getopt(argv, "f:u:t:",["file=", "url=", "timeout="])

    except getopt.GetoptError:

        printUsage()
        sys.exit(2)


    # CHECK FOR MISSING PARAMETERS
    # THE 'OPTS' OBJECT CONSISTS OF A LIST OF TUPLES LIKE (PARAM,VAL)
    # LIST COMPREHENSION COLLECTS FIRST ELEMENTS FROM EACH TUPLE INTO A NEW LIST 
    # THEN TESTS THE NEW LIST FOR THE REQUIRED PARAMS 

    if not any(f in [opt[0] for opt in opts] for f in ['-f','--file']):
        printUsage()
        print("Error: -f parameter missing")
        sys.exit(2)

    if not any(u in [opt[0] for opt in opts] for u in ['-u','--url']):
        printUsage()
        print("Error: -u parameter missing")
        sys.exit(2)

    if not any(t in [opt[0] for opt in opts] for t in ['-t','--timeout']):
        printUsage()
        print("Error: -t parameter missing")
        sys.exit(2)


    # CONFIGURE SETTINGS BASED ON THE PASSED IN PARAMETERS
    for opt, arg in opts:

        if opt in ('-f', '--file'):

            print("Using proxies in: " + arg)
            filename = arg

        elif opt in ('-u', '--url'):

            print("Using URL: " + arg)
            url = arg

        elif opt in ('-t', '--timeout'):

            print("Timeout: {0}s".format(arg))
            timeout = arg



if __name__ == "__main__":
    main(sys.argv[1:])


I also found PyLint to assist with improving styling and code smells.
Using argparse, your script can be greatly simplified:

from argparse import ArgumentParser


def main():
    parser = ArgumentParser(description='TODO')
    parser.add_argument('-f', '--file', metavar='PROXYFILE', required=True)
    parser.add_argument('-u', '--url', required=True)
    parser.add_argument('-t', '--timeout', required=True)
    args = parser.parse_args()

    print("Using proxies in: " + args.file)
    print("Using URL: " + args.url)
    print("Timeout: {0}s".format(args.timeout))


if __name__ == "__main__":
    main()