Which ones are proportional?
It really depends on what you consider "proportional", as the exact rules vary a lot from state to state. It's true though that in the South, there are more states that are closer to being proportional than the rest of the country. Texas, for example, is proportional by the statewide vote, but with a minimum threshold of 20%. So if you get 19%, then you get nothing.
Many of the states are "conditional WTA", which means that it's proportional as long as no one wins more than 50% of the vote, but if the winner breaks 50%, then it becomes WTA. Anyway, here's a table that tries to summarize things:
http://frontloading.blogspot.com.au/2011/12/republican-delegate-allocation-rules.html