Blacklisting is ineffective since you will never be able to comprehensively block all inappropriate sites by maintaining a blacklist. You need to ONLY allow access to pre-approved sites, that were verified as kosher, on a white list.
As far as filtering on the personal computer versus filtering on the provider level, filtering on the provider level is certainly preferable and far more effective. In addition to it being much more difficult to bypass the filter, you need to consider the fact that if you are only filtering directly on your computer that you yourself can bypass the filter with the filters administrative password. Plus, you can hookup a different laptop or tablet to your internet router or wireless connection, thus bypassing the filter. And, finally, a provider-level filter has the additional protection that you must go through a third-party to request any bypassing or adding additional sites to the approved list.
One other vital protection is to insure you have setup that a third-party, preferably a Rov or friend who will keep on top of you, receives an automatic periodic e-mailed list of all the websites that anyone on your computer went to.
Anyone failing to take these basic precautions is akin to giving matches to a 3-year old to play with unattended.