Yeah, we have websense at work and it stops even silly things like some image sharing sites. But I can see the logic in it. You break a few eggs to make an omelette. I think it is a good thing rather than annoying. If I want to surf freely I do it from home. The only time I got a bit annoyed was when I was trying to create an album on Asda image sharing page. So what? I just waited 'till I got home.
I've heard of people using Google (specifically, I don't know how) to get around blocks at work. If I actually wasn't busy at work all the time, I might have a chance to try something out, but I don't.