I have to set up a computer lab 25 laptops running Windows 7. The internet connectivity would be shared using a AT&T UVerse that feeds the rest of the school. Is it better to use OpenDNS to filter website content or just spend the money and get a firewall, segregate the lab behind the firewall and use the App Control Advanced to nail down (social media, site, applications, etc) from the students (during class times). Thinking of a SonicWALL UTM TZ series. The SonicWALL would sit on the LAN not sure how that would work, normally the SonicWALL would be the main firewall. thoughts?
paralelly you can use TMG/ISA server as well
or you can use some third party proxy servers like http://www.squid-cache.org/
ccproxy etc.