Router that can filter HTTPS, VPN and PROXY traffic

At the moment I have a Draytek 2860 router which points to opendns for filtering
The problem is that this is easily bypassed by using a proxy server or the like.

I would like a router that can filter https, vpn and proxy traffic, thereby making it impossible to bypass using any vpn/proxy programs/plugins.
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Matt VCommented:
If you are looking for firewall/content filtering over the ability to use tons of routing protocols, look at the Cisco ASA 5500 series.  They are designed for this.

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