Depending on your area, the $5.99 plan may work with the proxy. It works for me. You just won't be able to use opera, unless you configure that somehow too.
If you go with the $19.99, you'll have to change your phone to a blackberry on mytmobile, then add it. The only difference between $19.99 and $29.99 is hotspots, I believe...maybe even tethering, but you can do that with $5.99.