Replace user_agent with another HTTP header, such as Cookie:
proxyknife -g 'Cookie: var=value; var2=someting'
Create proxylist on-the-fly. In this example proxyknife scans free proxies with ip ranging from 127.0.0.1 to 127.0.0.254, the checked port is 3128:
bash $ for ((i=1;i<255;i++));do echo 127.0.0.$i:3128@HTTP;done|proxyknife -i -
With the customized request, you can do more things.
SSH scan:
echo "127.0.0.1:22"|proxyknife -i- -I0 -H0 -C ssh.req -k mismatch
Do the same scan via the free proxy 127.0.0.5:
echo "127.0.0.5:3128"|proxyknife -i- -I0 -H1 -C ssh.req -c 127.0.0.1:22 -k mismatch