Untangles is not bad
I ended up going for untangle as my firewall/gateway and web filter, which I use on top of using OpenDNS. It can also do protocol blocking for things like torrents and IM. I've only used the "Lite" (read, free) web blocking, but that seems to be fairly good. They have a paid for web filter too if you want. It's based on Linux, so as a Windows guy, I was quite pleased it comes as an ISO, however you do need a standalone box to run it which not everyone is going to have.
My kids are pretty young, so it's been sufficient so far, I guess only time will tell if I'll need something more
Biting the hand that feeds IT
