I assume that WAF stands for Web Application Firewall?
When I hear WAF I think of things like Cisco ACE or NetScalar or F5. Its sits in front of web servers and makes sure the REQUESTS aren't attacks.
The WSA is NOT this type of device. It sits between your users and makes sure they aren't surfing where they're not supposed to be, and filters the incoming CONTENT to make its not malware.
I'd use a dedicated WAF because there aren't any devices anywhere that do it all well...