apt doesnt work with system proxy

System proxy details are generally indicated in the environment variables "http_proxy" and "https_proxy". They can be set by applying System Wide Proxy in the GUI.

They can be set from shell or terminal using:

export http_proxy="http://proxy:port"
export https_proxy="https://proxy:port"

You can check using:

echo $http_proxy
echo $https_proxy

Sometimes apt-get doesn't not take in the system proxy information.
Check the file /etc/apt/apt.conf for proxy details. Sometimes, you might need to check /etc/apt/apt.conf.d and a separate proxy file. The proxy entries should be as below:

Acquire::http::proxy "http://proxy:port/";
Acquire::ftp::proxy "ftp://proxy:port/";
Acquire::https::proxy "https://proxy:port/";

You might need to add username and password information, as below:

Acquire::http::proxy "http://<username>:<password>@<proxy>:<port>/";
Acquire::ftp::proxy "ftp://<username>:<password>@<proxy>:<port>/";
Acquire::https::proxy "https://<username>:<password>@<proxy>:<port>/";

Save the file once you make the changes.

TIP: Add these lines in another file, /etc/apt/apt.conf.d/80proxy. This will ensure that after a version upgrade changes won't be lost.

References:
http://askubuntu.com/questions/89437/how-to-install-packages-with-apt-get-on-a-system-connected-via-proxy