I'm not sure if it is a matter of "letting" for us. We view the computer as a research tool as well as a past-time. DD has a couple of dress-up game sites that she frequents and also the Starfall website, but we also let her go on You Tube and assist her with things on there. She's not at the stage right now where she can do key word searches, but when she is, of course we'll give her instructions on how to properly get where you want to go. Sometimes when clicking on the games sites that she visits, other games sites will come up, but I haven't seen anything 'harmful.' Generally we're not in the business of censoring around here. If I see something objectionable we'll discuss. But I don't see us saying 'you can only visit this site or these sites and that is it.'
If we do censor, it is much more in the realm of television, where I feel that commercials (not necessarily programming) have the most negative impact.