From a techincal point of view it is very easy, however, most proxy solutions are there for filtering away the crap and to place some restrictions on what you can view. Logging everything would takes up masses of storage so it just isn't done. However, occasionally requests come by my desk (I'm responsible for a CSIRT and am in charge of Forensics) from management, Auditors or even from external bodies who may have suspicions that a specific employee may doing stuff that is questionable either according to our rules and policies or even in contradiction to the law in their jurasticion.
When such requests come in we pull together logs from various different systems (proxies, AD) we pull archives from mail servers, server directories, we take full disc acquisition of computers, mobile phones, USB drives, basically anything where evidence could reside and this is all logged at and pieced together in order to prove or disprove the original allegation.
I have been invovled in this type of work for some time now and you really do get an insight into person when you are handling such a case, you get intuitive about what type of a person is just from viewing how they use their computer. However, for me it's my profession and I have no desire to rubber neck someones private life. My focus remains on providing a conclusion into the incident.
