if you can't google it, the sites may be being blocked by picking up on keywords in the url.
e.g. - facebook is blocked here during most of the working day, but if you want to read a news article about facebook with the word "facebook" in the url it will also be blocked.

xrdodgybird - if it's done properly with an appropriately specced appliance (i.e. monitoring device) then any slowness should not be noticable to the human eye as it should be measured in milliseconds. IF the appliance also does page caching, as is often the case, then you should find general browsing is actually faster.