When chaining method calls, an mutator only returns the object if the method call succeeds. As a result, it doesn't inhibit debugging because, in your example, if the proxy() method fails, you'll get a fatal error stating "Can't call method f2c on an undefined value". This does two things. First, it tells you that the proxy() method failed. Second, you no longer have to check whether or not each and every mutator was successful. By failing to return a copy of the object, you immediately get a fatal error.
It also has a nifty "dual use" feature: if you don't like chaining method calls, you don't have to. You can simply see if the method returns true or false upon success. Of course, checking each and every method can be a pain, so not everyone does it. However, if you try to set the day of the week to "9" or the color to "cheese", you have to check the method calls. Chaining gets this check for free, often even if you forget to add nice error checking in the method :)
New address of my CGI Course.
Silence is Evil (feel free to copy and distribute widely - note copyright text)