A client requirement for a drop in proxy to manage and control a range of different user web browsing policies led to me to use the Censornet product running as a virtual machine. I would have to say that the installation and setup is not a typical end user type of install but nor is it that difficult but it does require getting you hands dirty at the Linux command line.
Its a debian based product with a Postgresql database for containing the statistics. I this particular case the reporting available from the product was somewhat limited but this was circumvented using an odbc driver and connected directly to the database from Crystal reports.
So far the product seems quite good although a problem with Skype traffic remains to be