This is not a popular thing for a reseller like me to say, but I am not a fan of the CX module. It does a little bit of a lot of things, but doesn't do particularly well at any of them; that is to say, it is not for example a replacement for a proper e-mail filter or web filter or IPS.
I would stick with Websense versus moving to the CX module. I have had a lot of clients try - against my suggestion - to use just the CX module and every one of them has come back to their URL filtering boxes. With that said, I might recommend trying IronPort instead - it may sound a bit biased coming from someone on the Cisco forums, but I really have found it to be a substantially suprerior platform for most (not all, but most) installations.
