Here is what I'm trying to type.
\begin{proof}
\begin{enumerate}
\item[$\Rightarrow$] bla bla bla
\item[$\Leftarrow$] bla bla bla
\end{enumerate}
\end{proof}
But, if I try that, I can't get $\Rightarrow$ and $\Leftarrow$ parallel to make them look nice, if you know what you mean,,,;; (the $\Rightarrow$ is just on the right of the title "proof", while $\Leftarrow$ is not aligned vertically with $\Rightarrow$ since $\Leftarrow$ is aligned vertically with "proof"...)
How, do I make them parallel to make them look nice?

enumerate. Just\begin{proof}($\Rightarrow$)...<empty line>($\Leftarrow$)...\end{proof}. The arrows already give sufficient visual clues. – egreg Aug 29 '14 at 19:40