Using external proxy to replace outbound app filters

If I use an http/https proxy on an external router (linux), do I really need outbound application filtering features on my windows firewall?

For example, I'd configure Opera or another non-IE browser to use the external proxy. And I'd block port 80 & 443 totally. Wouldn't all other applications simply fail to phone home in this scenario?

I don't like any of the free firewalls on Windows available today that have outbound application filtering (I tried them all). Kerio 2.x is my favorite but it is not compatible with one of my new software so I need to replace it.

Any thoughts on the proxy solution in terms of blocking outbound communications since only the browser would know about the proxy port? I'm guessing most spyware would grab IE/Microsoft proxy settings from registry if needed instead of monitoring connections to figure it out.