I've used Coyote and been pretty happy with it; this for protecting
a DSL connected net.

There's also gibraltar.  That looked nifty, but when it came out, it
defaulted to the German keyboard layout and was a pain to change;
hence I used coyote.  Also coyote had the advantage of not writing to
my hard drive --- it just used the floppy.  That let me keep my
firewall as a Win95 machine to use if I ever had to have Qwest come
out (since they don't support linux).

R