Performance is the most important factor for choosing a network security software. NxFilter combines light-weight DNS filter and local web proxy filtering. Best of the both world combined for the performance.
Even if it's a freeware you don't want to spend several days to make it working on command line prompt. While being a freeware NxFilter provides the easiest setup with its built-in GUI.
Active Directory integration, Safe-search enforcing, HTTPS filtering, Bandwidth control, Per-user report, Application control, Remote user filtering, Quota time and more. All free!