As is mentioned in this new post to Giorgio Sironi's blog, the latest version of Doctrine now includes lazy loading functionality.

Lazy loading is the capability of performing a expensive operation on demand, only when it reveals necessary from a client request. [...] In Doctrine 2 I made some architectural choices implementing the proxy approach, which substitute a subclassing object to every association which is not eager-loaded.

There's two main places you can see these differences - in the one/many to one associations dynamic proxies and collection interface.