Best practise for softraid 2x SATA HDD and Proxmox 4.1?

Select zfs RAID 1 from the disk options when you run the installed. Make sure you have enough RAM etc. read the zfs page on the wiki.
 
This is easy to install because it is just point and click in the ISO install, but I have a little reservation about it. There is a known bug with the partitioner placing SWAP on a so-called ZVOL (a virtual block device on zfs). As soon as swap gets used a little, your machine will be prone to sudden reboots.

https://forum.proxmox.com/threads/zfs-swap-crashes-system.25208/#post-126215

Also there have been some incidents with quiet data corruption, seemingly connected to hardware configurations. Therefore I would recommend doing some basic "burn-in" to establish the correct behaviour of the system.

You can make a large file with random data of your own choosing and afterwards do a zpool scrub to check if the raid array behaves correctly.

Zpool scrubbing is the practice of checking all stored blocks in the background against their checksums. The default zpool is called rpool with Proxmox.
http://docs.oracle.com/cd/E23823_01/html/819-5461/gbbwa.html

You can quickly create a file with random data with this command (replace nn with the number of 32M blocks you want to burn, 32=1G, replace path/to with your own location):
Code:
openssl enc -aes-256-ctr -pass:dummy -nosalt < /dev/zero | dd of=path/to/randomfile bs=32M count=nn iflag=fullblock oflag=sync

I would recommend doing a burn-in with at least 200GB. This will also give you a good benchmark of the disk throughput.
 
I set swap to only be used if absolutely out of RAM. It shouldn't happen if you set the RAM used by your VMs properly.