I always have a disaffection for Proxima Nova's lowercase a. But overall it's acceptable: Proxima's vivid character comparing with the tastelessness of Akzidenz Grotesk.
http://www.bloomberg.com/ has been using this combination for a while: Proxima for headlines, Akzidenz for text. What do you think of this combination? Also , why do they switch to Arial+Helvetica in the company menu? If you're paying for webfonts, which make Bloomberg stand out against more traditional competitors, why not use them.