I've never put any controls on mi kids' computers, but we have never had an issue. The closest we came was about 3 years ago when DS had a friend over to sped the night and about a month later I got a phone call from the mom telling me the boys had downloaded "hard core porn"while he was here. That boy had had his wi-fi connection taken out of his lap top and his dad (a microsoft programmer) had put lots of blocks on it so even if he did get online things would not be accessible, so she said he must have downloaded it at our house, put it on a memory stick and then onto his computer and it showed as uploaded on the night he was here.
I immediately got DS's laptop (he was at school--and did not have a smart phone yet) and checked it. There were tons of agent orange and other silly tween/teen things they had viewed that night, but nothing troublesome. I checked every computer in the house and called DH and he checked his on his lunch break. Nothing.
Called Mom back and told her we could find nothing. She said it had to be at our house, it was on such and such date at 12:07 a.m.
As soon as she said the date I knew it was not at our house--that date was the week before he had spent the night with us and i was positive about it because that date was my DH's birthday, we had had an exchange student with us and had gone to dinner, etc (it fell on a weekend so DH had been home for his birthday and we had made a big deal out of it).
Eventually they did realize he was using wire to get online at home and had worked around the firewalls Dad programmed. That kid was going to be into mischief no matter how they tried to stop it (so, yeah, I suppose he might have tried here--luckily he did not, or if he did DS told him no). I'm fortunate to have the kid who had mostly watched old episodes of Bewitched when we looked into his usage for the surrounding weeks. Phew!