My advice to you is to not look into it any further and preferably burn any CSE related material in the school.
Perhaps thats a bit strong but I certainly don't recommend it. We are currently in the process of removing CSE from our school, as it grinds our PCs to a halt in most cases.
You'll find newer PCs will deal with it better but if you're still running 512mb/single core boxes then you will struggle.
It does offer a centralised method of software deployment, and allows you to lockdown most of windows as the kids can access all apps, server shares etc through the explorer.
But to be honest its better in my opinion to get strong policies set up that allow kids access the usual way, and just remove access to the run command, control panel etc...
Unfortunately our McAfee we use is on all our machines, and scans all incoming and outgoing traffic. This means software deployment and booting up with CSE is painfully slow.
Our old viglen laptops take anywhere from 15-30 minutes to load up with CSE compared to around 10 minutes or less with a clean install.
I wouldn't be able to give you any specifics on bandwidth and the proxy aspect but we allocate 1 partition to CSE on one of our 2000 servers, we keep packages in a seperate area.
It doesn't seem to be the network thats affected but more the PCs hardware. Also once you are fully reliant on CSE, including its printer management, package deployment, network toolkit (for application linking and network drives etc) then it will be very hard to get yourself out again should you wish to get rid of it. Like us.