It should be a no-brainer not to do this, but you'd be amazed at how many different environments I've worked in where the security/networking staff would allow their servers to talk outbound using HTTP/HTTPS. While there are some occasions where this is necessary, it should certainly be limited to only the critical functions and requisite URLs/IP addresses. Allowing servers to access the Internet can have potentially dangerous consequences resulting in loss of data confidentiality, integrity and availability.
Circumstances where a server might need to get out to the Internet include anti-virus updates, operating system patches an 3rd party application updates such as from Adobe or Java. These processes should be configured to funnel their traffic through "bridgehead servers" that function for this purpose. Microsoft provides WSUS (Windows Server Update Services) that can be used as a centralized point for providing updates not only to your clients, but your servers as well. Additionally, McAfee, Symantec, and the other AV virus vendors generally provide the ability to allow just one device to go to the Internet and get the updates for distribution amongst the rest of your environment. While this provides efficiency and in some cases a centralized reporting structure for your client devices, it should be viewed as a necessity for servers. So, use your proxy server or your firewall to only allow the connections from the boxes that are acting as bridgeheads to the corresponding service provider on the Internet and be done with it. While it is not impossible for Microsoft or any of the others to be compromised, the chances are pretty low and it is a risk worth taking.
As I've mentioned in my previous posts, it is critical that we as network/security engineers try to eliminate as much unneeded traffic as possible, thus providing ourselves the ability to more closely examine the traffic that is allowed. Also, getting back to the point of servers specifically, with bridgehead servers for critical update functions, we can deny all outbound web traffic from our server farm, thus potentially eliminating any C2 channels. If you have a Blue Coat or other brand of web filtering proxy, you can even use the builitin categories or create your own that can include the necessary sites to allow our software to remain updated. Additionally, it will prevent administrators from surfing the web from servers. Again, it was amazing to see environments where system admins would login to servers and check their webmail or go to any number of sites that they should not be viewing from a server. Chances are when logged onto servers, the account will have elevated credentials thus giving any infection a more significant impact. With no ability to get to the Internet, the server is better protected against infection and if somehow infected has a decreased likelihood of allowing C2 to an attacker, both effects we should strive for as security professionals.