How to automatically configure username/password with proxy PAC file

Personally I use varnish as a reverse proxy (that I find much more to the task, as opposed as Squid which was not born as a reverse proxy) and it does have advanced feature to redirect traffic to different content backends depending on whatever you want (round robin, regular expressions, load balancing... it's really powerful). If you're interested in it, I can elaborate more on the point.

About the second part of the question (using a proxy only for some addresses) you can use a PAC file as simple as:

function FindProxyForURL(url, host) {
    if (shExpMatch(host, "*.mydomain.com"))
        return "SOCKS 10.0.0.1:1080";
    return "DIRECT";
}

Unfortunately there isn't a global proxy configuration in Windows (outside of Internet Options) that all apps pay attention to. Many apps don't use Internet Options, and many of those that don't don't support proxy autoconfigs. For those that don't you're relinquished to manually configuring them.

What app(s) are you looking to configure? There are ways to centrally maintain some things to take the administrative burden off a bit.