Haven’t used Emacs/tramp since 2003 and am freshly impressed by its capabilities: It lets me edit files on a remote server, connected through a proxy server using my locally installed and carefully tweaked Emacs.
emacs/local → proxy → server/file
I found the easiest was to add the ssh/proxy conf to ~/.ssh/config and then just do:
C-x C-f /ssh:server:/file
.ssh/config part is:
ProxyCommand ssh proxy -W %h:%p