There's nothing new about that setup, it's been around for quite a few years. I actually set up HAProxy for a client a few years back. Didn't use Varnish though, it wasn't needed and I didn't want to add unnecessary complexity. HAProxy does terminate incoming SSL, connections to the backend servers are plain HTTP. This setup has been running for a couple of years now. Never had any issues. It actually made my life a lot easier as I can simply take backend servers offline (for updates for example) without impacting the service itself.
do you use gwan as the appserver? How is that experience?
I actually read you don't need varnish if you use gwan? It's so fast...
What do you have behind haproxy? varnish? and or nginx? lighty? gwan claims even better..