This is where MITM can be very useful. You can still configure the DNS server to one you control, and which blocks the domains you don't want. I believe you can still install your own certificates and MITM the rest of the traffic too, filtering it through a proxy like Privoxy or Proxomitron. The availability of VPN means you don't need to be at home to have a filtered connection, but you do need another machine running the endpoint+proxy.