1) Have you tried:
defaults read /Library/Preferences/com.apple.SoftwareUpdate > ~/Desktop/su.dwrites.txt
defaults delete /Library/Preferences/com.apple.SoftwareUpdate
(The first line will save your SoftwareUpdate settings to a file, the second will delete them.)
2) Check
~/Library/LaunchAgents
/Library/LaunchDaemons
/Library/LaunchAgents
to make sure that there's nothing in there which is mucking with your network settings.
If you find anything that you aren't sure about, try moving it to your Desktop and then reboot.
3) If that still doesn't do it, check netstat -rn to see if it's showing anything odd.
Updated 2011-09-20 to add:
Ok, so it appears that didn't help.
Other possibilities:
sudo mv /Library/Preferences/com.apple.SoftwareUpdate.plist ~/Desktop/
and reboot to make sure that those settings have been removed.
I'm not sure how this is effecting only Software Update and the Mac App Store.
Two more commands:
networksetup -getwebproxy Ethernet
networksetup -getwebproxy Wi-Fi
(depending on which one you use to connect)
They should output something like:
Enabled: No
Server:
Port: 0
Authenticated Proxy Enabled: 0
2011-09-21:
This almost seems too simple to suggest, but for the sake of completeness: have you tried creating a new "Location" in System Preferences >> Network?
By default it will be "Automatic" but if you click it, there should be an option to "Edit Locations".
Try creating a new one and switch to that, then try again.
Best Answer
Are you running an actual Mac or are you running a Hackintosh?
This is a known Hackintosh issue http://tonymacx86.com/viewtopic.php?f=135&t=23153&start=120