Summary (Updated April 2009):
If you want offline caching of posts AND proxy support and you aren't willing to tolerate Ecto's peculiarities, the only games in town are Windows Live Writer, BlogJet and RocketPost. Live Writer is free. RocketPost reportedly has zero support in the low-priced option, and it won't let me sort my cached post list by anything (other than date, descending, which it does by default). BlogJet won't let me sort, but it does on-the-fly filtering as I type words from the title or body.