I have finally managed to watch and slightly edit the September 2007 Boston MySQL User Group presentation I did on the MySQL Proxy.
It's geared towards beginners, and has lots of examples, including explaining some of the examples that come bundled with the MySQL Proxy.
Official Documentation for MySQL Proxy
Proxy information on the MySQL Forge Wiki, including getting started guide, link to FAQ, forums, and lots more articles.
MySQL Proxy Download
Articles about MySQL Proxy written by Giuseppe Maxia
Giuseppe Maxia will be leading Introducing Lua for MySQL Proxy scripting for the [free] MySQL University on Thursday, December 13th at 16:00 CET (15:00 URC, 10:00 EDT, 07:00 PST). Make sure to sign up and read Instructions for Attendees.
(From his blog, "MySQL University is a series of online expert lessons that you can join for free and attend from the comfort of your home or office. The slides are provided in either PDF of wiki pages, the audio is an ogg stream, and you can interact with the lecturer via IRC.
If you have heard of MySQL Proxy but haven't got the time of getting involved with it yet, this session is for you. If you were interested but you thought that another scripting langiage would be too difficult, give this session a chance.")
Note: the wishlist at the end includes startup scripts and integraton with my.cnf, my.cnf, which I am informed will be possible with the chassis currently under development for version 0.70.