After pulling my hair out (ouch) for 2 months with 2 brands of firewalls, the Zyxell 10 and the SonicWall TZ 170, I have found that neither can handle more than a handful of concurrent connections and both hiccup all too often, severing user sessions and Remote Desktop sessions as well as wreaking other related havoc.
My needs are for a simple firewall that can handle a many-to-many NAT (e.g. a range of about 16 WAN ips mapping to 16 LAN ips). The rules need to be simply to block all ports except for FTP, HTTP, HTTPS, RDP, and 1433 and be able to block bad IP addresses (or IP blocks). I don't need VPN at all, nor AV protection nor any of the other bells and whistles that other companies are charging thousands of dollars 4. I host 10 websites currently at a colocation facility, so I do not need content filtering as no one will have access to the web server(s) except me.
After spending countless days and weeks looking for a simple colocation firewall solution, I am amazed to find that no company is offering such a device (at least no one is offering this). With the colocation hosting prices at an all time low (some let you put a machine in for as little as $100/mo with 50GB or so of bandwidth), it is like pulling teeth to find a firewall. Unfortunately, none of the colo facilities in my area have firewalls installed and the ones that do leave all the friggin' ports open!
The affordable solutions ($500-$1000) can't seem to handle any appreciable INCOMING traffic and can hiccup all day long without users complaining.
The "build-your-own" Linux option will cost at least $1500 as I would have to buy a special 1U rackmount case, 1U power supply, mobo, and other low profile stuff just to put it in the rack (I could have a 2U case, but then I will have used up all my rack space) - then you add a week of fighting with drivers, software, and configuration just to make the "cheap" solution work.
Linux is cool if you have time to burn - I don't anymore, just need something that works.
I can't afford the $5000 (burn a hole in your wallet) Cisco option - no offense to Cisco, but I'm not a multi-billion dollar corporation that afford their exhorbitant pricing (licensing too!).
If anyone has had experience with a reasonably-priced hardware firewall in a colocation facility and it actually works without the hiccups (in a NAT arrangement), PLEASE let me know what make/model you are using. I'm running out of options and can't trust companies. If you don't have any experience or are just a non-techy salesman, please do not reply to this.