I did some searching and I think I found my answer, but wanted to see if this is the best way to accomplish what I want to do. It seems like Dansguardian is one of the better free content filters. I am running a dual PFsense firewall utilizing CARP Pfsync for redundancy so sessions are not lost if one of the firewalls fail.

to get the features of both Dansguardian and Pfsense it looks like I will have to run Dans on another machine and use that to proxy to the firewall. I can then create a rule on the firewall to only accept web traffic from the Dansguardian box.

Does this sound correct? Or does anyone have any other suggestions that will keep these features? I need the failover while maintaining connections!