Does anyone regularly audit devices and apps with something similar to a web proxy, to see where they talk to during the course of normal usage? This seems like

Does anyone regularly audit devices and apps with something similar to a web proxy, to see where they talk to during the course of normal usage? This seems like a decent low-hanging fruit (well, relatively speaking). I also remember there used to be application firewalls in windows that kept track of the connections that each application made and if any of them contacted a new server, they'd ask you for permission. I don't think most folks used them because in the end they kept asking a lot of questions that the users didn't necessarily know how to answer, but I wonder if it wasn't such a bad idea after all, and whether the "default" choice could be mined from other users' settings.