If you want to use a Web filter then http://www1.k9webprotection.com/ is a free, and good application. If you want to block specific applications from running the as stated above the Parental Controls with OS X are pretty powerful. You can also block/allow various web sites with the Parental Controls, but it can be a hassle after while.
Apple remote desktop can monitor computers real time with the observe feature. That is only useful if you are sitting in front of the computer and actually watching them at the time. I agree that parental controls should be enabled as a first line of defense.