I'm totally with you on kids and games. We did get my daughter both a N64 several years ago and recently a Gamecube, but a game doesn't go in until we've played it and given it a green light.
We chose the Nintendo over Sony or MS because Nintendo seems to have better (read appropriate) games for kids. Sure, there are mature titles like every other console, but it seems like a lower number.
So many people are robbing children of their childhood these days in exposing them to things that are inappropriate. It sounds like you are doing an awesome job with your son in that regard and that parental control will pay huge dividends in the future, just like it is now.