Having used Websense for a good number of years this year I decided to look around this year for a cheaper alternative to see what was available. WebTitan was one of a few I looked at and having trialed it successfully have now put it into production. The setup options are flexible (proxy or not, transparent or login pages, integrated LDAP etc) and the interface is very clean and simple to get around. WebTitan is available as both an ISO and virtual appliance so deployment options are also good.
WebTitan's reporting is great with more options than most will need IMO. I have the VMware appliance running as a thin VMDK and performance is very good, no noticeable hit to browsing and its only cost me 5GB of disk thus far. All in all I would certainly recommend WebTitan.