cURL is worth learning in my experience because it is bulletproof, ubiquitous, fast, highly-configurable, and comprehensive. No other option listed in here are all of those things, though they are all easier to use. But start talking about SOCKS5 proxies or FTPS and all of a sudden you have to start monkey patching your (pretty) tool or, you know, learning curl.

Seriously how often are you guys performing PUTs and DELETEs manually from the command line? `man` up and write a wrapper.

I didn't realize there was such a discrepency in proxy functionality, that's exactly what I was looking for.

As I tend to use in very simple situations, I happen to like curl's default use of stdout. Not a very compelling reason, I know.