I guess I do, because my kids are only 10 and 7. They can only watch or listen to or read things I select and give to them. I guess they could probably pick out a book at the school library that I haven't screened, but I wouldn't screen them anyway.
Kids are going to see or hear things that we'd rather they didn't. In this society it's practically unavoidable. So, the best I think we as parents can do is instill our values and beliefs and leave it up to them.
My daughter, for example, started reading a book by an author that's very acceptable for her age group. She, however, found the book very scary and disturbing for herself and quit reading it. I think she has a lot of common sense and wouldn't expose herself to things she can't handle.
I will just keep telling them what I expect and believe they are capable of being and hope for the best. Once they are teens - how could I prevent them from listening to music in the car or at their friend's houses anyway? If I caught one of them listening to, reading, or watching something I don't approve of, I would probably ask them to stop and explain why I felt that way.
I believe in keeping the lines of communication open, and constantly telling kids what's on your mind, but micro-managing anybody, especially teenagers, I don't think will get you very far.