I am a couple of weeks into evaluating WinGate, PureSight and Kaspersky.
One of my testing methods is to select sites from various categories from within Google. With porn sites, it would be nice if PureSight would cache blocked sites for a user definable period of time. For example, you can click on a link that gets blocked, but you click on the image and it is downloaded. You can also guess other image names and access those as well.
Also, to echo the sentiments of others, I want PureSight to provide me with easy to access assurances their product is in fact updating. The fact is, they are not going to get any $$$ from me if they can't prove they are providing updates for a subscription service. Considering PureSight does not appear to have been "updated" since 2005, PureSight is less likely to get my $$$. Perimeter based site filtering is a primary consideration as to what product will replace WinProxy.