You want to know about best practices for implementing Policy using the ProxySG.
Blue Coat policy is a powerful tool that allows administrators to create and apply flexible policies in their network. This flexibility, and the ability to create almost limitless rule combinations, is possible because of the extensive set of available conditions, properties, and actions. With many administrators becoming more familiar with policy (CPL and VPM), and many even choosing to create CPL-based policies instead of VPM-based policies, it is no surprise that administrators often want to know the best way to achieve a particular policy or set of policies.
Recommended practices for policy creation and optimization are available in the following Tech Brief: Policy Best Practices (pdf)