You can do per-host configuration in your .ssh/config:
Host ex1
HostName proxied.example.com
User myuser
ProxyCommand /usr/local/bin/corkscrew proxy.example.com 8080 %h %p
Host ex2
HostName nonproxy.example.com
User myuser
IdentityFile id_rsa
So
ssh ex1
would ssh to proxied.example.com and invoke the corkscrew proxy, and
ssh ex2
would ssh to nonproxy.example.com and use the identity file from your .ssh folder.
Automatic Detection
What the corkscrew proxy does it creates a connection through the local proxy, and accepts input on standard-in for ssh to connect through. You can use anything as a ProxyCommand provided it connects to the remote ssh server somehow, and accepts input on standard in.
For example, you could use netcat to establish the connection to the remote host and ssh would talk to netcat via standard-in:
ProxyCommand nc %h %p
When you ssh to a server with this proxy command, ssh would invoke nc to make the tcp connection to the remote host on port 22 then ssh would send its commands through the standard-in of nc.
This would serve no purpose, having nc establish the tcp session instead of ssh doesn't give you anything. Except you could create a wrapper script called "proxytest" for example, that did a test to see if a direct connection could be established using nc, and and otherwise tried to use corkscrew - something like:
if nc -z $1 $2; then
exec nc $1 $2 # try to connect directly
else
exec corkscrew $3 $4 $1 $2 # set up proxy connection
So if either of these work, then there will be a standard-in available that ssh can use to connect - either by the one from netcat or the one from corkscrew. So your ssh config would have:
ProxyCommand proxytest %h %p proxy.example.com 8080
There is a ready made script here that you may want to try out, with proper tests and error checking. Scroll down to the "Other Tricks" section.