I'm new to the Meta side of Ask Ubuntu, so hopefully this isn't itself a dupe.
There are at least 3 questions which deal with adding proxy exceptions in Ubuntu. I think it'd be good to tidy them into one.
Setting up proxy to ignore all local addresses
Where to set proxy ignore list?
The first doesn't mention the version of Ubuntu, but does not include the no_proxy env variable
The second specifies 11.04 and the answer uses dconf-editor
The third specifies 12.04 and the best answer mentions dconf-editor and gconf-editor, but doesn't mention no_proxy
Personally, I'd add no_proxy to the last and mark the other two as dupes, but with only 108 points, I assume that's beyond me.