It seems that FF has a problem with 403 Access Denied responses from proxies, at least for ssl.google-analytics.com. I've found this post which describes my problem. I'm posting my workaround as an answer, but would also welcome any more information if anyone has it as I can't find anything!
EDIT: Note that the current version of Firefox which is experiencing this issue is 3.0.10
EDIT: Still there for FF 3.5...
My workaround was this:
This fails the connection to ssl.google-analytics.com and allows FF to proceed.
I found Bug 492558 that sounds like exactly what you are running into. I'd recommend adding yourself to the CC list for the bug and clicking the "vote" link next to the priority.
Simple work-around for now was to mark google-analytics.com as untrusted for the NoScript extension. Credit to Brett Veenstra.
I was having trouble with the very same thing, and on several forums I saw people suggesting using addons to stop this from happening. But then I thought - why would it not just work, why isn't firefox fixing it? Now, I can't be 100% certain, but at least my issue was my ISP's DNS server, and I have a feeling everyone else having the issue is doing the same. I used Open DNS's DNS server (208.67.222.222 for preferred, 208.67.220.220 for alternate) and it fixed it right away, with no add-ons. I wonder if this could be a net-neutrality issue?