In fact the built in function in Cheetah getVisitorIP will return the real ip address if one is found.
For example, you could place a php block somewhere on your site with this.
echo getVisitorIP();
And it will show your ip address in that block.
Now if you were to go the page that block is on using a proxy, then you should see the proxy ip if the proxy is fully anonymous or you will see your real ip address if it is not a fully anonymous proxy.