Generally I prefer to install Debian using minimal CD so Apt-Cacher NG is an integral part of this process as I don't like to wait during installation process.

To define HTTP proxy (http://192.168.1.102:3142/ in this example) add the following entry to the kernel parameters after pressing TAB key on the Install option in the installer boot menu.

mirror/http/proxy="http://192.168.1.102:3142/"

Please note that provided HTTP proxy will be stored in /etc/apt/apt.conf configuration file.

after_install$ cat /etc/apt/apt.conf

Acquire::http::Proxy "http://192.168.1.102:3142";