TIMTOWDI, as usual. In this case, you can narrow the 197 lines of code down to ... ermmm 1 :)

If you just want to print the output to the screen:

$ URL="http://www.b10m.net";STATUS=$(HEAD -d $URL);echo "$URL: $STATUS
+"
[download]

This would result in:
http://www.b10m.net: 200 OK

But if you do like to email the output to, say, "john@doe.invalid", you could do it like this:

$ URL="http://www.b10m.net";STATUS=$(HEAD -d $URL);echo "$URL: $STATUS
+" | mail -s "$URL checked" john@doe.invalid
[download]

This is without using a proxy, though. If you do want to use a proxy, check the manual page of HEAD:

       -p <proxy-url>
           Set the proxy to be used for the requests.  The pro­
           gram also loads proxy settings from the environment.
           You can disable this with the "-P" option.