NIS2002/2003 both versions have a parent control feature and its pretty nice, blocks a huge amount of contents. If it does happen to block a site you want you can easily configure it to allow access to that site or domain.
Even blocks out warez and other blackmarket type of websites.
Used it all the time when my kids were on the net. took them off cuz they were playing too many disney stuffs so took them off the net and stuck thier computers in thier rooms.
The other stuffs like netnanny and other progs. I have no clue to how they work. my only experience is with NIS Parent control features.