you mean by default, pre-packaged?
mail - sendmail
web - apache
proxy - i'm not aware of it, sorry.
BUT, you can use almost any unix application on solaris, by either compiling it from source or installing as a package.
check out for solaris packages at http://www.sunfreeware.com
for web both apache1 and apache2..
I'ld guess that when it comes to proxy, the most widely used one is Squid, which is available on the Solaris 10 Companion CD. If you don't have this CD you can download it from:
http://www.sun.com/software/solaris/freeware/s10pkgs_download.xml
7/M.