Same here. I reset all my settings and am still having the problem. My phone has a slight manufacturing defect too, there's a piece of rough plastic protruding from between the bezel and front glass. I'll be going to the Apple store for a replacement when things calm down, and hoping it solves the proximity issue.
If not, I'll be downgrading to the 3GS. While this phone is amazing for it's speed and looks, if it can't make a call without me hanging up on people or tossing them on speaker randomly, or entering numeric codes in their ear, it's useless.