I *might* agree to use of NetNanny or similar if they published the sites they blocked. They don't. You don't know what the hell they are blocking or enabling. Screw them. Sorry. Great idea. I won't ever agree to use schemes implemented by collective corporate assholes. Someday, maybe.
OK, first line of defense. With any minor living with you (children, adoptees, neighbor's children), set the guidelines. In the case of those you are a guardian, and even visitors, this means no computer in the bedroom. The computer must be in a public place where, even if your teen is playing Quake or Everquest or whatever, it isn't a private playing.
I had some other stuff I was writing, but then I realized how amusing it was for me to deliver child care advice and decied to close it down. Feel free to deliver a virtual slap.