We're going through this same headache right now. Our guest WiFi is segregated from the internal network, and we have a DHCP server in that subnet that doubles as an auto proxy configuration box. Auto proxy configuration is setup using scope options in DHCP for Internet Explorer, and DNS for Firefox. Filtering is handled off site by our ISD. The initial redirect page when you first connect gives our terms of usage, as well as instructions for setting up popular browsers for auto config.
Really though, the entire setup is held together with bailing wire and chewing gum. When it does work, it's OK with PC based system, but iOS is a coin toss. And once the session timeout period has expired, it is next to impossible to get back on.
I've sort of given up and I don't think there is a real reliable way to set this up and have it just work. I'm thinking of doing away with the auto proxy setup, and just putting the proxy information in the terms of usage page. It'll cover all popular browsers and devices, and included a bolded sentence that reads, "this wireless service is provided as is, and leave it alone.