My eldest son is starting to get into his online gaming (generally Java games that he finds from googling). I'm wanting to be able to filter/restrict his search results etc

I have space for a virtual server on my ESX box so looking at building something that will cost me nothing failing that I've been thinking about buying a 2nd hand Watchguard Firebox

I know ISA would do this but I'm also looking for something Linux based to aid with my learning.

I would also like to replace my exchange 2003 server for something linux based, currently my email is pulled from a pop3 mailbox and distributed to mailboxes on my exchange server and email is sent via a 3rd party SMTP company, it must have a web front end and be able to push mail to android/blackberry phones

nginx - win.

DansGuardian

Very good bit of OS.

My eldest son is starting to get into his online gaming (generally Java games that he finds from googling). I'm wanting to be able to filter/restrict his search results etc

I have space for a virtual server on my ESX box so looking at building something that will cost me nothing failing that I've been thinking about buying a 2nd hand Watchguard Firebox

I know ISA would do this but I'm also looking for something Linux based to aid with my learning.

I would also like to replace my exchange 2003 server for something linux based, currently my email is pulled from a pop3 mailbox and distributed to mailboxes on my exchange server and email is sent via a 3rd party SMTP company, it must have a web front end and be able to push mail to android/blackberry phones

SQUID SQUID SQUID. All the way. I've just set up something very similar this weekend and it works superbly. It goes a little like this:

• Ubuntu 12.04 LTS Server
  
• iptables for firewall (can also perform NAT/masquerading/routing) as well as transparent proxying
  
• squid running in transparent/intercept mode (i.e. you can filter his traffic without him knowing/being able to change it in the browser)
  
• squidguard
  

Iptables is a phenomenally powerful piece of kit. Squid also - and with the two running together you can make it so he is unaware of the filtering (interception/transparent proxying). I.e., he doesn't have to have his browser pointed to squidbox.local:3128, which no doubt he will become wise enough to change anyway (I know I did by the time I was about 10 or 11). Just set iptables to redirect port 80 traffic to 3128 on the squid box.

Squid delay pools are cool - you can set his traffic to be throttled if you wanted, to stop him sapping your bandwidth on iPlayer or whatever. Plenty of different possibilities here.

Squid has a powerful url rewrite handler which offloads requests to another app - this allows it to perform content filtering. I just set up squid and squidguard together and they're working great. Squidguard can use publicly available blocklists, as well as being able to configure your own. So you can block attempts at accessing unsavory material such as porn or warez and render a generic block page etc. Squid and squidguard also have neat time based ACLs as well - e.g. no access after 9pm on school nights - blah blah. The limit is your imagination.

With regards to your email question, I've never actually set up a fully fledged *nix mail server as an Exchange replacement so I can't comment too much. From what I hear though, you would want to look at stuff like Postfix and Dovecot. Squirrelmail is a neat little web front end.

Let me know if you want help with anything else specific - like I say I literally just set up this proxy/firewall this weekend so it is all very fresh in my memory. I can't recommend squid/iptables etc highly enough.

nginx - win.

nginx is a web server which can also perform reverse proxying roles. It has very little to do with what the OP wants to do. It is an absolutely awesome web server, though