I'm looking to build a URL filtering program that tests against
white-lists or black lists of approved/disapproved web sites.  Are
there companies that will sell these lists alone for a reasonable
price?

Not a google researcher, but http://urlblacklist.com/ is the one we
(the school board I work for) use. Different lists by category,
comprehensive, and reasonably priced. However, I have to tell you if
you need a URL filter and you aren't programming one just for the
thrill of doing it, check out dansguardian.org. We use it and it's
great. Source code is available as well.