This used to confuse me for quite some time. Let me boil it down
Target: Home User having a standard ISP provided Internet (WAN) connection - Comcast/Cablevision/etc. Within the home, user has approximately 5 PCs either Mac or Linux or Windows along with plethora of Wifi devices like smart phones, tablets, iOT devices, etc. along with streaming devices like Roku, Apple TV, etc.
In this context - I'd go with OpenDNS home. It'll allow creating a customized rule for web filtering and security. Once setup it'll block the ENTIRE network including all the devices connected wired or wireless. The options include HIGH (26 categories blocked), Moderate (13 categories), Low (4 categories) and custom. In security - it's recommended to select ALL the available options - Malnet, Phishing and Suspicious Responses (by default - not selected).
It also includes the ability to create a custom web-pages if the filter criteria is hit. There are stats and logs thru which on a domain/network basis you can see the unique domains, IPs, etc., etc.
If you have kids and do not wish to go to adult sites when alone (for example) then opt for OpenDNS Family Shield. That particular package has a different DNS names which by default blocks all adult sites.
Whatever I stated above - is all FREE.
Now - OpenDNS offers a VIP package - $20/yearly. This includes all of the above along with white-listing URLs. In other words, in 1 go - you can shut down your home network and allow access to only specific web sites.
** NOTE ** : In a way, even if you go for free packages you can still do the same as it allows you to specifically create lists having global allow or deny domains.
To be frank - I have the Open DNS VIP (also called Deluxe) but I am 100% positive I will not renew it next year as it doesn't offer me anything over and above free package.
Now that you've covered your home network - think for a moment all those roaming laptops, smart phones and tablets you have. In case you carry them with you to XXX and join XXX network you can and might be affected, right? That's where Umbrella comes in. You download and install a small client software in these roaming devices. Then wherever you go, you're still protected. Its again $20/yearly. If you have kids - this is GREAT product. Also Umbrella allows you the same type of content filtering capabilities but here - PER DEVICE BASIS!! Customized web pages when filter conditions are hit, extensive reports (substantially better than Open DNS), bypass codes, etc.
In my home - I have Open DNS VIP package protecting my entire home and in EVERY PC - desktop/laptops/smart phones/tablets I have the Umbrella client installed and take the Umbrella membership also - to further protect the roaming devices.
Similar to Umbrella - does OpenDNS provide device-by-device based web/security controls? Answer: NO. It's 1 setting for the whole network.
To work well - you'll need to install the Open DNS update service in case your ISP changes the IP. Also, as an added protection (also free) I have DNS Crypt installed in all PCs.
** UPDATE **
Cisco is no more supporting Umbrella in smart phones - specifically iPhones after their upgrade to 11.x. In other words, although I love Umbrella and might retain it for control of my kids PCs, it has dropped considerably in value. To be frank - if given a chance (next year as this year - I have already paid) I'll go with FREE Open DNS only. Umbrella - no as the biggest bang for the buck was support for smart phones/tablets - which is no more.
