WebWasher is good stuff. It does all those things you mention (proxy,content caching, URL filtering, anti-x). It is also very expensive though. It is absolutely a best of breed solution though and you get what you pay for. The ASA is just not best of breed. It is probably cheaper though so maybe it's "good enough".
The ASA AIP SSM just isn't designed to do the things you want. It is a network IPS. Cisco does have an ASA module for this called CSC-SSM.
http://www.cisco.com/en/US/prod/collateral/vpndevc/ps6032/ps6094/ps6120/prod_brochure0900aecd80402e88.html
However, it doesn't proxy or cache. It isn't capable of inspecting HTTPS. For A LOT more reasons, it just isn't in the same league as WW.
ISA 2006 doesn't really do anything, by itself, to protect desktops. You don't need it with WW.