Here is a neat trick: You can add proxies to an existing connection via ~C:

$ ssh myserver

gchristensen@eggbert:~$

~?
Supported escape sequences:
 ~.   - terminate connection (and any multiplexed sessions)
 ~B   - send a BREAK to the remote system
 ~C   - open a command line
 ~R   - request rekey
 ~V/v - decrease/increase verbosity (LogLevel)
 ~^Z  - suspend ssh
 ~#   - list forwarded connections
 ~&   - background ssh (when waiting for connections to terminate)
 ~?   - this message
 ~~   - send the escape character by typing it twice
(Note that escapes are only recognized immediately after newline.)

~C
ssh> -L 8080:example.com:80
Forwarding port.

~C
ssh> help
Commands:
      -L[bind_address:]port:host:hostport    Request local forward
      -R[bind_address:]port:host:hostport    Request remote forward
      -D[bind_address:]port                  Request dynamic forward
      -KL[bind_address:]port                 Cancel local forward
      -KR[bind_address:]port                 Cancel remote forward
      -KD[bind_address:]port                 Cancel dynamic forward

and (as noted in that output) if you’re in a “stuck” SSH connection, ~. kills it immediately.

On OpenSSH 7.3/7.3p1 there is this wonderful new feature:

• ssh(1): Add a ProxyJump option and corresponding -J command-line flag to allow simplified indirection through a one or more SSH bastions or “jump hosts”.

So if you are using keys you can do things like:

ssh -J bastion.hosakacorp.net management.hosakacorp.net

So with some key usage you can easily get to other systems without having to deal with nasty -o ProxyCommand hacks. There is also ProxyJump for your configs.