I have been using OpenDNS for about 1/2 year on my SME server for the same reason you are, I couldn't access some web sites using SME what I could using my Linksys router.
I had a Linksys router die on me (it was its power supply that I could not get a replacement for) and so I tried using my SME server as a Gateway (again) and still had the same problems accessing a couple of web sites I normally use (
www.britishcarforum.com for one). I went ahead and purchased another Linksys router just to get running again.
Sometime later I saw an advert for OpenDNS and tried it on my local machine and though, why not try it on my SME server as a gateway again... worked right off, I was able to access the aboved named web site and I put the Linksys in storage, just in case.
YMMV.