For squid: squidguard and squidblock.
I haven't worked with squidgaurd yet, but squidblock is just a blacklist
acls. Squid Gaurd is a bit more advanced.

Once nice thing I've found with Squid is transparent proxy/cache. Works
really well with 2.4 kernels if your firewall/nat box is the same box as
your cache server.

Andrew S. Zbikowski | http://www.ringworld.org
"We can learn much more from wise words, little
from wisecracks and less from wise guys."
--William Arthur Ward