I had a similar scenario, at one time we used a proxy for our means of web use. Instead of any 'inline' device or network modification I decided to use a script that modified the users Web Browser to force them to use the proxy. It was pretty easy in Group Policy for the Windows environment, as far as non-Windows i just used a login script to modify the proxy setting. I had to make this work on quite a few hosts, but in the end it was worth it to me. For the most part my core switch/router is just that – a core switch/router and that’s all I want it to do, I always attempt to filter my network at the edge first to keep the core clean.
Just my two cents.
Thanks,
Todd