Well if you want to know who is going where, I would connect both of them to AD. I would require auth to get on your wireless. So its just completely open now, or you have just a PSK setup?
So do you control your AP from the sonicwall or is it standalone? You don't have a cisco wireless controller for 1 AP that is for sure. But the TZ210 can handle up to 16 sonicpoints, or AP
So you do content filtering now on the sonicwall, but you don't set policy based upon AD users?
But still a bit hazy on even your original question - if your doing content filtering at the sonicwall, and you notice someone going to site X, just block site X at the sonicwall. You don't really have to know who is going there to prevent them from going. Content filtering at sonicwall clearly has ability to whitelist/blacklist urls, ie custom filtering of sites.
So do you control your AP on the sonicwall, or standalone? Either way can show you how to point to your AD. What AD do you have setup? NT, 2k, 2k3, 2k8? Or you just running LDAP on some linux box?