As a school computer tech who also happens to manage the filter. Our filtering is setup to block proxies, youtube and some game sites. We also allow quite a few game sites cause they(Administration) want to students to be able to "relax" at the end of the period. They figure that is better than them getting rowdy and loud do to boredom.
However, we also have a system in place where a student or teacher can request to review a blocked site. I do look at those notifications because I realize some sites are ok but for whatever reason they mean the criteria to be blocked.
Here in the United States, schools and libraries are REQUIRED to have filtering in place if they get "erate money". For more info on erate check out their website
It doesn't pay for the filtering it just requires that you have it. Porn, sex, sites like bomb making or other damaging to others or self are required to be blocked. Youtube has good videos and also bad videos and a number of the filters cannot yet tell the two apart so they block the whole thing.
Facebook and other similar sites are blocked since they can be used to bully others. Proxies are also blocked since they allow you to circumvent the filter. This is most likely a violation of your internet and network use agreement that you may have signed. At our school, you may lose computer use for trying to use a proxy or other "workaround".
Please bear in mind that I am speaking for a K-12 public school and not a college.