I'm going through the same exercise. I've been using Lightspeed for about 5 years now and it's worked, and support has been great, but overall the web and content filtering isn't what it was when I started 5 years ago. Here is what I've found so far:
Lightspeed's appliance does a fairly good job and now that Longhorn is out, the filter does behave better. I still need to proxy iOS devices because they tell me Apple won't allow them to redirect pages with their mobile filter client for iOS. That's a problem. What's more is that I have to run an open proxy because any type of proxy security, even the most basic breaks a lot of stuff. Lightspeed knows this and hasn't seemed to solve either issue...one has been ongoing for almost a year.
Lightspeed's cloud based filter seem really neat, it too can authenticate to a Google domain which is preferred IMHO if you are a Google shop. The downside is that they (Lightspeed) were smart enough to have proxy security, but unfortunately the issues with iOS and secure proxy is still an issue, so then you are left with the mobile filter app for iOS and guess what--- the same limitations are still an issue.
Lightspeeed seems to think I'm a good candidate for their "hybrid" setup part local appliance, part cloud. Haven't tested it yet, so can't say much about it.
Overall Lightspeed has been fairly responsive and the support has been good. Price is comparable to other offerings out there.
Securly. Really neat filter, some pretty interesting features too. However, and I verified this with another school that uses it, the URL categorization is unlike anything you've used before, which means in primary education where we tend to have a bit more restrictions for the younger kids, you'll spend a lot of time adjusting the filter to meet your needs. This is normally the case with any web filter change, but Securly's would be about 5x or more comparatively.
I was thinking about Smoothwall or just staying another year with Lightspeed to see if improvements to their current issues get resolved.
My needs are:
Filter that uses AD or Google authentication
Off-site filtering for school owned devices (iOS and MacOS)-- prefer not to proxy
Possible future Chromebook deployment
You'd think that small of a list would be an easy target to hit, but if you'd shopped for web filters, you know that no one has the magic recipe. Each one does a few great things and a few not so great, which is why I'm thinking I may stay as I am one more year to see what shakes out.