HE JOGS TO WORK each day and eats health foods; he is trim and (thanks to transplants) has a full head of hair; he works at a stand-up desk. He sounds like hundreds of young lawyers, lobbyists and politicians who have come to this town in the past decade. But William Proxmire has been doing all these things since he came here as a senator from Wisconsin 30 years ago. What would be regarded as ordinary young professional behavior today was regarded as kooky in those years of martinis, steaks and exercise by golf cart, the middle 1950s. William Proxmire was, in these respects at least, a yuppie before his time.

Mr. Proxmire, who announced his retirement last week, was also one of the first examples of a new type of politician. Raised in affluence, educated at Yale and Harvard, he moved to Wisconsin, a state with liberal-minded voters but almost no vestige of a Democratic Party organization. Most politicians then were the products of political machines; Bill Proxmire was his own man, campaigning indefatigably in person as he has ever since, running unsuccessfully three times for governor until he was elected to replace Sen. Joseph McCarthy in 1957. As a young senator, he did not hesitate to take on committee chairmen, powerful lobbies, national administrations -- all in the pursuit of his own principles. Always intellectually independent, he was never a team player. Billed as a liberal, he has always been tightfisted. He has also had a flair for publicity and invented a monthly "Golden Fleece" award for projects that, he believes, waste government money.

Mr. Proxmire can cite legislative achievements -- truth-in-lending, the foreign bribery law -- but he has done more to affect public policy as a critic than as a creator. He waged against insiders Warren Magnuson and Henry Jackson what seemed a quixotic battle against government financing of Boeing's Supersonic Transport, and he won. He revealed a $2 billion cost overrun on Lockheed's C-5A that nearly did the company in. He criticized the terms of government loans to bail out New York City and Chrysler -- criticisms that helped make those loans work. As chairman of the Banking Committee since the late 1970s, he has not been the ogre some bankers feared, nor has he been cozy with their lobbies.

Mr. Proxmire's approach to politics often nettled colleagues, just as his life style at first astounded them; now many others exercise and play politics the same way. Wisconsin voters have reelected him with huge majorities, though he spends no money campaigning ($145 in 1982), and no one doubts he could have won easily in 1988 had he run. But at a youthful 71 he decided to move on to other things. Will the younger politicians who have followed him in so many other respects follow him in this one too