I found a great article on the web about OpenDNS (http://www.godandscience.org/general/opendns_internet_filter.html). He really does a great job of explaining how it works and what it can provide.
To add to what Mr. Deem wrote, I'd add the following warning / suggestions.
- Any smart phone user can bypass these controls by using the cellular network.
- If the smart phone has the ability to be a wi-fi hotspot, then this can allow other devices, such as laptops, tablets and game consoles, to also bypass the controls.
- Social networking sites, in particular Twitter and Vine, can also let filth in.
- Poor password management can allow the controls to be turned off.
- A careless neighbor with a non secure wi-fi broadcasting can also be used to bypass your filters.
- Email is often used for the sharing of files.
- File sharing sites are not only sources of objectionable material, but can also be used to distribute illegal software.
- Don't forget most modern game consoles, TVs and DVD players can access the internet