Is there a way without using a server proxy to perform a cross domain GET or POST request?
AJAX Cross Domain is a low-cost library that allows to perform cross-domain AJAX requests. http://www.ajax-cross-domain.com/
If you are with only the current day browsers and have control over the external domain, you can use Cross-Origin Resource Sharing [CORS]
Most people do not have that luxury so you either have to use JSON with Padding [JSONP] or you need to use a serverside proxy.
Using YQL is an easy way of doing cross domain ajax. You can specify to have a JSON or XML object returned. IBM has a good tutorial: http://www.ibm.com/developerworks/web/library/wa-aj-jsonp2/index.html
Though just search for yql cross domain and it'll bring up numerous tutorials.
You could use Flash. Flash allows you to make a cross-domain request to another server provided that it serves a Flash cross-domain policy file (an XML file). So you will need administrative access to the other server in order to set that up.
If you think this option might be what you're looking for or you want to do SSL/TLS cross-domain, check out the opensource Forge project: