Use OpenDNS. That way, every device on the network will be affected and can't be bipassed. However, kids can always just go over to a friends house, public network etc. so nothing will be foolproof.
However, I am of the opinion that education on online safety is far more effective than just blocking websites and programs. Treat kids like adults and the begin to act like them. Taking or blocking something is just going to make them want it even more. Tried the whole parental control software. Been there.