After much searching, we settled on WebTitans' virtual appliance as it was the easiest to use and their support and contact was excellent. They are in the throws of upgrading their categorization system which will make the vApp even better than it is now. The web GUI is very slick and easy to use. The whole offering works exactly as you would expect.
Their category database can be updated automatically each day or you can connect to their 'cloud' and have the updates in 'real time'. As this is a vApp it sits very neatly into our VMWare environment and allows us to include it in our DR. Again as it is a vApp it is reflected in the price (no hardware to purchase). Overall, WebTitan is an excellent product and the customer services have been great too.