We currently use Trend Micro Interscan Web Security and we aren't big fans. It's been buggy and we have never been able to get it to use LDAP so it's only by IP which is a pain.
We originally just created this so our users in a remote location that has no local internet could use our WAN to get to internet via the proxy.
Supervisors locally have begun asking for internet usage reports when they suspect a user is abusing internet access. This is mostly on our production side. The reporting built in isn't that great and it's hard to figure out who is doing what and how much browsing they are really doing.
I need something reasonably priced that:
Protects the network against malicious sites
Allows us to block things like porn
Allows us to run reports on user activity and determine if they are abusing the internet
Allows us to create rules based on users (certain users can't access streaming, etc, have time restrictions)