Squid is a capable proxy, and can be used to enforce security rules for small and medium sized organisations. It’s also a cost-effective solution, e.g. if you’re implementing AP17.
For several weeks I’ve been trialling WordFence on my blog, not that you’d have noticed it.
WordFence is a plugin that can be added to any existing WordPress installation, adding Intrusion Detection and Prevention capabilities usually encountered on application layer gateways.