"проговорить" can have following meanings
- to speak (talk) for a whole <period of time>
- to discuss some subject up to coming to agreement in details (a bit colloquial)
- to pronounce the speech (once) before speaking it in public - for training purposes
- to say with some effort, grudgingly, to dawdle over speaking (this one can be a colored synonym to "сказать")
"сказать" is just "to say" or "to tell" with no color.