We use safeSquid. It is not an appliance, but a Linux based content filtering proxy and application layer firewall. It is easy to install and has a browser based GUI Interface for easy management.
We use the database from urlblacklist.com to block access to a few categories. You can also build your own custom blacklist / whitelist categories. It can have unlimited enttries.
SafeSquid generates logs in squid fromat. You can use open-source log analyzers like Sarg, Webalizer, Calamaris, etc. to generate daily / weekly / monthly graphical reports for per user usage, bandwidth usage, top users, top sites, etc.
If you would like to try the free version you can download is from
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