If you're looking for a network appliance type box (i.e. all-in-one plug-and-play hardware), Forti Networks FortiGate firewalls and Cisco Web Security systems can do this for you, but the price tags are scary.
If the budget doesn't stretch to these, go with Squid - easy to set up, plenty of "howto" docs on the web and no cost except a mid range PC with 2 lan cards.