First, I apologize in advance. I'm sure people ask this question a lot, but I haven't yet been able to find the answer I've been looking for. I want to block pornographic websites as best as possible on my local network, but there are a few loopholes that you all know better than I do that would allow users to still view this material.

Let me start by saying that I have a Linksys WRT54GSv4 Router with Firmware version 1.06.3. I currently have OpenDNS enabled, and I want to know any other good suggestions that I could use to increase the security on the network while not making basic internet surfing completely unbearable (i.e. pages being blocked for no apparent reason).

Also, I really don't want to buy anything, OpenDNS really is a wonderful tool, and I am quite appreciative that it is free. Any other similar free services or ideas that I could implement would be great too. As far as specifically what I'm looking for, something that could block proxies really well would be great (especially via the router and not an installable program), as well as something that could just generally recognize inappropriate material that somehow got past OpenDNS would be great too.

Lastly, I have one separate problem, and if someone could walk me through it or give me a link somewhere else that deals with the issue, I would be most appreciative. Now, whenever a site is blocked on my network, a page comes up saying that the site is not allowed, but the name "OpenDNS" comes up no less than five times on that single page. Is there ANY way to completely remove OpenDNS from the page so it is not so obvious what it is that is blocking the page? I also notice that "http://block.opendns.com" is in the address bar as well, and if that could somehow be changed too that would be wonderful, but I would guess that this is less likely than what I've asked above.

Anyway, thanks all for your help!

@reid.stady
"I want to block pornographic websites as best as possible on my local network... while not making basic internet surfing completely unbearable".
And I wish that the greenery would be gold instead.
Anyone who actively wants to see any kind of material will be able to get it, whether it's p0rn or anything else. The definition of p0rn seems anyway not be clear and common, as far as I had to experience here with many discussions.

Well you can improve it a little bit with running an internal proxy/firewall/DNS server.
http://www.untangle.com/
http://www.dnsredirector.com/
http://www.privoxy.org/
http://en.wikipedia.org/wiki/ProtoWall
http://phoenixlabs.org/pg2/
http://www.junkbuster.com/
...there are more.

"whenever a site is blocked on my network, a page comes up saying that the site is not allowed"
This is not an issue, but how OpenDNS works and what they earn their money with so that the service can be free.
But I'm sure in conjunction with the above mentioned stuff you will be able to find a solution for this as well, will you?