StorageProxy is the API that Thrift calls get translated into, so using it directly provides some efficiency gains - but please think twice before using it, and be sure that you really need to before doing so. While it is relatively stable, less effort is made to keep it entirely backwards compatible from release to release than the official ThriftInterface (which in turn is recommended against if you can use a higher-level client (see ClientOptions) instead).
There is an example in contrib at https://svn.apache.org/repos/asf/cassandra/trunk/examples/client_only/