Let me try to explain the different success rates you may have encountered. While the HTML5 Web Socket protocol itself is unaware of proxy servers and firewalls, it features an HTTP-compatible handshake so that HTTP servers can share their default HTTP and HTTPS ports (80 and 443) with a Web Sockets gateway or server.
The Web Socket protocol defines a ws:// and wss:// prefix to indicate a WebSocket and a WebSocket Secure connection, respectively. Both schemes use an HTTP upgrade mechanism to upgrade to the Web Socket protocol. Some proxy servers are harmless and work fine with Web Sockets; others will prevent Web Sockets from working correctly, causing the connection to fail. In some cases additional proxy server configuration may be required, and certain proxy servers may need to be upgraded to support Web Sockets.
If unencrypted WebSocket traffic flows through an explicit or a transparent proxy server on its way the WebSocket server, then, whether or not the proxy server behaves as it should, the connection is almost certainly bound to fail today (in the future, proxy servers may become Web Socket aware). Therefore, unencrypted WebSocket connections should be used only in the simplest topologies.
If encrypted WebSocket connection is used, then the use of Transport Layer Security (TLS) in the Web Sockets Secure connection ensures that an HTTP CONNECT command is issued when the browser is configured to use an explicit proxy server. This sets up a tunnel, which provides low-level end-to-end TCP communication through the HTTP proxy, between the Web Sockets Secure client and the WebSocket server. In the case of transparent proxy servers, the browser is unaware of the proxy server, so no HTTP CONNECT is sent. However, since the wire traffic is encrypted, intermediate transparent proxy servers may simply allow the encrypted traffic through, so there is a much better chance that the WebSocket connection will succeed if Web Sockets Secure is used. Using encryption, of course, is not free, but often provides the highest success rate.
One way to see it in action is to download and install the Kaazing WebSocket Gateway--a highly optimized, proxy-aware WebSocket gateway, which provides native WebSocket support as well as a full emulation of the standard for older browsers.