Web Security Appliance is a proxy and I have gotten active with the open-source proxy. If I want a feature that is not present, most of the database updates and filters are good. Our clients use Cisco Palace which is a very big database that is very quickly updated.
It also has high availability. These kinds of solutions impact the user experience. If you have an issue with the proxy not responding, you have to install or activate new does in order to reestablish the connections for the customer.