This is equivalent to selecting 'Local' as the proxy type and entering
the argument string in the proxy command box, in the GUI.
I've pulled this out of all the other proxy options to promote to a
named command-line option, partly because it's the proxy option with
the most natural command-line expression in the first place (any shell
command you might want to use is already in the form of a single
string), and also because it has uses beyond end-user proxying
applications: in particular, replacing the network connection with a
local process is a convenient way to do testing in the style of
contrib/samplekex.py, avoiding the need to run a separate command to
make the test 'server' listen on a port.
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