Is it possible to specify the SOCKS proxy for Safari in OS X Lion?
I've got an address and port number I have to fill in there but I can't find the settings in the browser...
No. It is only possible to set the system-wide proxy for a specific connection in System Preferences » Network » (select a connection) » Advanced… » Proxies.
Which is where you are sent when you access Safari » Preferences… » Advanced » Proxies.
Try networksetup -setwebproxy
usage : networksetup -setwebproxy "Your service name" domain port authentication(on/off) username password
networksetup -setwebproxy "Wi-Fi" localhost 8000 off
The protocol defaults to http, you would have to specify socks:// Username and password only need to be set if your authentication is on.