This paper takes a new step towards closing the troubling gap between pseudorandom functions (PRF) and their popular, bounded-input-length counterparts. This gap is both quantitative, because these counterparts are more efficient than PRF in various ways, and methodological, because these counterparts usually fit in the substitution-permutation network paradigm (SPN) which has not been used to construct PRF. We give several candidate PRF F-i that are inspired by the SPN paradigm. This paradigm involves a "substitution function" (S-box). Our main candidates are: F-1 : {0, 1}(n)->{0, 1}(n) is an SPN whose S-box is a random function on b bits given as part of the seed. We prove unconditionally that F-1 resists attacks that run in time <= 2(epsilon b). Setting b = omega(lg n) we obtain an inefficient PRF, which however seems to be the first such construction using the SPN paradigm. F-2 : {0, 1}(n)->{0, 1}(n) is an SPN where the S-box is (patched) field inversion, a common choice in practical constructions. F-2 is computable with Boolean circuits of size n log(O(1)) n, and in particular with seed length n.log(O(1)) n. We prove that this candidate has exponential security 2(Omega(n)) against linear and differential cryptanalysis. F-3 : {0, 1}(n)->{0, 1} is a non-standard variant on the SPN paradigm, where "states" grow in length. F3 is computable with size n(1+epsilon), for any epsilon > 0, in the restricted circuit class TC0 of unbounded fan-in majority circuits of constant-depth. We prove that F-3 is almost 3-wise independent. F-4 : {0, 1}(n)->{0, 1} uses an extreme setting of the SPN parameters (one round, one S-box, no diffusion matrix). The S-box is again (patched) field inversion. We prove that this candidate fools all parity tests that look at <= 2(0.9n) outputs. Assuming the security of our candidates, our work also narrows the gap between the "Natural Proofs barrier" [Razborov & Rudich; JCSS'97] and existing lower bounds, in three models: unbounded-depth circuits, TC0 circuits, and Turing machines. In particular, the efficiency of the circuits computing F-3 is related to a result by Allender and Koucky [JACM'10] who show that a lower bound for such circuits would imply a lower bound for TC0