I'm fairly new to all the higher end network administration,
but heres what I do know there are open source appliances, i.e. a Linux or BSD distro that you can throw on pretty; well pretty much any computer that hasn't been relegated to the scrap heap by now, and it should run it just fine.
Many will boot and run off a flash card especially in the case of the smaller ones.
Smaller being
Monowall
Smoothwall Express
and Pfsence I believe
There are heavyier versions too that will set up a Samba server as well as other features such as proxy etcetera.
Endian community edition I believe has all the features you might be looking for comes in commercial and free editions. Commercial version getting features such as Kaperski as opposed to Clamav. Endian also has a good proxy filter set up it is itemized by categories and you can just turn on sex, social networking, and other filters; as well as adding and removing exceptions. for other Distros that do not have their proxy in this kind of set up you could download
http://www.softpedia.com/get/Internet/Servers/Proxy-Servers/FreeProxy.shtml
it will get you a proxy list in the form of an SQl DB in which case you would either tie in the DB or import it into SQL than search records based on criteria such as violence, or sexual content, than export it as CSV than either manually enter the fields or import using CSV
Update: Endian does have a QoS scheduler
http://linux.softpedia.com/get/Security/Endian-Firewall-4976.shtml