Use OpenDNS FamilyShield
UbuntuCE comes pre-configured with web content filtering powered by CleanBrowsing. In our tests CleanBrowsing provided better protection. However, one issue that we found was the lack of a "block page" to let the user know why they can't load the page.
As an alternative you can use OpenDNS FamilyShield instead. It does a good job of blocking most inappropriate content and comes with a nice "block page" as well.