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.
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.