Proxy servers reduce client access times as well as load on servers and networks by caching frequently accessed web objects. In this paper, we argue that the growing heterogeneity of data stored on web servers coupled with the increasing diversity in application requirements have made existing proxy servers inadequate. We examine the architecture and mechanisms required by integrated proxy servers that address this heterogeneity in application requirements and data characteristics. Finally, we briefly describe the architecture of an integrated proxy server that is currently being built in our research lab.