From a virtue ethics standpoint, intentionally subverting employer controls while on work time violates trust and reciprocity. A utilitarian analysis might weigh the benefit of a few minutes of personal browsing against the cost of lost productivity and security incident response. Many organizations offer reasonable personal use policies (e.g., break-time allowances), making circumvention unnecessary.
Understanding the "why" can help you find the best solution. Typically, IT departments block sites for three reasons: