I have no idea why no one has requested, but I have added the feature in release 0.6 of mtsend.py anyway – HTTP proxy server support. I am now sitting on a host behind a squid server, so proxy server support becomes essential to me. With 0.6, mtsend.py should automatically pick up your proxy server setting from your HTTP_PROXY environment variable.
Download mtsend-0.6.py
Hopefully it would be the last release before MovableType 3 comes out.
Updated 6 April: Thanks for the correction from Brad, I have updated the script to properly handle mt_allow_comments. It would be 0.6.1 with some minor clean ups.
Download mtsend-0.6.1.py