It depends on what you are more familiar with.
I prefer external Squid proxy in a Debian based host. In the other hand though, i have read very good scores for the new MikroTik proxy.
You have to test, and test, before you start to be familiar with any of the types, and then choose the best for you. Remember to give the proxy time to fill the cache.
If you post the config here it may be more simple for us to give you some clues on what to choose
--Do you remember that guy who gave up? Neither does anybody else!