This joke has been said on this site and it pretty much applies to all companies: "A computer that can't access anything is the only secure computer."
The place I work at blocks pretty much anything that has to do with email (hotmail, excite, etc...). It doesn't block gmail as of yet but they will find it soon enough is my guess. Anything to do with religion is blocked. All joke sites. They even block sites that have anything to do with flash which is kind of fun since I build their products using flash LOL.