It greatly depends on the age.

For under 10's. I highly recommend the small tablets with educational games and videos. I had the homepage on the webbrowser set to PBS kids. Any other website was locked by parental controls. I also had Netflix with a kids account back when they had everything. For the games they wanted to play, I had to preview before they were installed.

The hardest age is 9-12. This is when they act all grown up but absolutely should not be online unsupervised. This is when they need room to explore what they are interested in. I open up the restrictions and allow them more of the world but routinely check to see what they are up too (an make sure they see what I am doing).

After 13, it's all about education, not control. There is no fucking way to stop a determined teenager from accessing places they shouldn't. The totally "locked down" school chromebooks are a great example. I am constantly impressed with the ingenuity to circumvent the controls. At this point, open discussions on all the issues online are key. They need to know about what criminals and perverts are up too. It's no longer blocking them, it's learning how to identify, avoid, and report them.

I also spend a few hours hanging out while they are gaming with my teenagers. It's let's me know what they are playing and showcase my incredible skill to their mocking.