Sen. William Proxmire (D-Wis.), who jogs daily to his Capitol Hill office from his Northwest Washington home near 34th Street and Connecticut Avenue, has been running for more than 20 years in the interest of physical fitness. "Plus I'm a cheapskate . . . I've saved several thousand dollars" in transportation costs, he adds with a laugh.

The senator says he wakes up "an hour or two earlier in the morning" and begins with calisthenics to warm up. He selects his running trails on the basis of convenience and availability. Some favorites here and out of town:

* "Glover-Archbold nature trail is just beautiful from Van Ness and Wisconsin Avenue all the way down to the tow path. That's a little over three miles with every kind of natural barrier . . . uphill, downhill . . . gorgeous foliage in the fall, also cooler in the summer because of the shade. And dazzling in winter with the ice and snow. I run and walk there about once a week. It's so much better than Rock Creek Park where there are a lot of problems. You're next to the road . . . too crowded . . . carbon monoxide . . . bikes whizzing by . . .

* "Menomonie River Parkway in Milwaukee. A very nice jogging path.

* "In Madison, I usually run from a little motel where I stay--about 2 1/2-3 miles to the state capitol . . . running back makes it about 5 miles.

* "In Chicago, I run in Grant Park, really a nice place.

* "In New York it's Central Park--a little more dangerous and risky than the others."