My favorite message on the site filter has been "This site has been blocked because it was classified FUN".
Oy, way for IT to destroy a good day. What do they do with educational content that is (for whatever reason; gasp!) presented in a fun way? Did IT provide a reason for not providing individual faculty credentials? That stuff is pretty easy and cheap to implement...
I can understand filtering content that can get in productivity's way, but not a wholesale ban on random content. Granted, my company is pretty small, but we're going the other way: we actually optimize bandwidth for WoW and streaming media--I'm sure someone is sitting in the office right now, watching YouTube videos of something really gross and disturbing.
The only content we filter is dangerous files--obviously, since we're a software company, and executable files and shell scripts are deemed pretty dangerous, our productivity suffers from that more than any fun internet activities.