I have over 7000 Proxy sites, tend to block by IP address and url eg
*.ctunnel.com & 208.53.131.176
because its free to change the url name in a free DNS but it costs money (usually) to get a new IP address. If you just block by url it could change its name to *.ctunnel1.com or *.ctunnel2.com etc. but it still has the same IP.
A very clever Student and myself have developed other filtering methods to block access, searches and downloads using ISA 2004. No where near fool(teacher)proof but it slows them down.
I can add other filtering tips if requested and am willing to help other schools with filtering/blocking tips. *TIP* Proxy sites are a good source for VERY NASTY Spyware. In IE Security Disable unsigned ActiveX Downloads.
:idea: