OpenDNS is the web filter that is the easiest to install and manage. Free! But it is not really a web filter: it is an alternate DNS (Domain Name System) provider. See opendns.com. To use it, change your network settings to use its DNS servers. Then the dark side of the web is not accessible to your browser or any other software on your computers.

Better still, if you register with OpenDNS then you can select more or less restrictive policies. And the best feature in my mind: you can find out when malware on your computers attempts to 'phone home'.

Expect to spend a few hours configuring everything, especially if you have a dynamic IP. Hope this helps!