Right, I'm sure this is all very frustrating for you all but lets look at it from the other side. One of the things I do for a living is stop people accessing all these websites. I'm not going to try and justify your companies security policies as some do sound a little draconian but as an small introduction.
In those businesses that allow access, Facebook in particular is responsible for eating up more bandwidth than any other destination. Bandwidth isn't free and it's also being used for business applications so the Facebook access affects business traffic, sometimes significantly. As an example, my company has a 100Mb internet pipe, at dinner time, facebook takes up to 80% of that bandwidth if left unfettered.
Webmail, what a brilliant way to bring viruses into the system. The links are typically encrypted so virus scanning doesn't happen till the files arrive on an individuals desktop. With new viruses, it's now too late to stop propagation. And cleanup after a virus has run wild in a corporate environment, is very expensive.
Other popular sites, many companies will monitor the bandwidth use and block the top hitters, again, sound business practise.
At the end of the day, you're not at home, you're at work and you're using company resources to pretty much do what you want *rather* than working, that's how the business will see it and it's quite reasonable for them to tell their IT people to tighten things up a bit if they feel people are taking the mick. And if you give some people an inch they will run and run with it.
