Depends on the situation. If that person live in UK and you see a china IP in the headers, you might suspect a proxy use. Usually, a determined user can detect if you used a proxy.
Yea unless I guess you have your own private email server setup but as far as I no that's it.Like Nebulus said the only way you can really tell if there using a proxy is if they live in say UK and there email is comming from China, oh yea almost forgot I think some sites keep a data base of suspected proxy ip's but this is not 100% and some of the suspected proxy ip's can be false positives.