There are two ways kids can land on a bad web site. They can either stumble upon one accidentally, or they can intentionally find it. OpenDNS, once configured on your wifi router, works really well for the first case. Bad contents will be blocked as you’d expect. However, in the second case, OpenDNS is pretty much an open door.
Just google “opendns bypass” and you’ll see a multitude of web pages showing you how to defeat OpenDNS filtering. The idea behind these techniques is this: OK, so OpenDNS won’t give me the real IP address for the web site I want, let me use another DNS provider. In practice, you either customize DNS settings on the local computer, so that the DNS servers you entered will be used instead of OpenDNS; or put some entries in the hosts file so that DNS lookup is not needed for those web sites. While it might sound technical, this is really easy to do. For example, this page gives step-by-step guides on how to bypass OpenDNS: How to Bypass OpenDNS Internet Security.
Another technique to bypass OpenDNS (or, for that matter, other types of parental controls that use black/white lists) is to use a public proxy server. Just google “public proxy list” to see how it can be done. With a public proxy, any web site can be visited as long as the connectivity to the proxy server is available, effectively bypassing OpenDNS or any black lists you might have set up. Since all web traffic goes through the proxy server and essentially nothing is known about who’s providing the proxy service, this could be a huge security risk. In the end, despite your intentions to make the home network safer, your kid’s efforts to bypass the security filter might make it more vulnerable.
Everything else fails, the Tor Browser might be used to bypass OpenDNS. According to the Tor Browser project page:
it prevents somebody watching your Internet connection from learning what sites you visit, it prevents the sites you visit from learning your physical location, and it lets you access sites which are blocked.
All these techniques are blocked by pcWRT, making OpenDNS a viable solution even under concerted efforts to bypass it.