Couple thoughts in regards to this. If you are so concerned about what exactly the employees are doing for the business you are working for then there is a problem to begin with.
As for a few options here are some thoughts:
1. SonicWALL makes an awesome product which can report using its centralized console (GMS) what websites are being used most frequently. It also has a content filter which should help you control where your users are going. It will also do email filtering as well at the packet level.
2. Ironport is an awesome spam filter appliance which will allow you to also see traffic going inbound/outbound if you choose. I would honestly be less interested in what is going out and more concerned about what comes back in.
Most spam/firewall appliances will do these types of things for you. I would not waste time worrying about specifically what the users are doing and more about if it causes a problem. The appliances that I am aware of will allow inbound/outbound filtering or one or the other respectively.
Thanks!
Dave Thonet
http://www.e-grafix.com