Back in the world of software, we have Microsoft's entry in the firewall market. Microsoft Internet Security and Acceleration Server (ISA Server) is a fully-featured firewall with a number of bells and whistles that add considerable functionality and security.
Integration isn't going to be a problem if you're a Windows shop, and if you aren't, it's unlikely that you'd be considering a Microsoft application anyway. Installation presents no surprises, being the standard Microsoft process, and is speedy and straightforward.
ISA Server's firewall capabilities are impressive. It comes complete with a number of application proxies - not only the standard ones, such as HTTP and FTP, but also more esoteric ones for such traffic as streaming media and H.323 conferencing. Setting the access policy is easy: you can define who can communicate with who across the firewall with only a few mouse clicks, and a set of pre-defined templates can be imposed using a very handy wizard.
The product also offers a degree of intrusion detection by monitoring ports for any scanning attempts, although you would probably be wise to consider a more dedicated IDS product to be really secure.
One very valuable feature that will really boost the performance of your network and reduce traffic across the firewall is ISA Server's extensive web caching facilities. The product can schedule downloads from popular web sites when traffic is low, and then manage the storage of the cached pages so that users are accessing the cache nearest to them.
VPN support is provided via the built-in capabilities of Windows 2000. Again, you may want to consider a more dedicated VPN product, but for most businesses, this should be sufficient.
If all of that isn't enough for you, there are APIs which allow you to develop or add functionality of your own. Because ISA Server integrates with all other Windows 2000 products and utilities, management is centralized, and reporting and logging can be performed by the product of your choice.
Documentation is both extensive and very well-written, and takes you through all the stages you will need to get the most from the product. Indeed, it starts from square one and explains how to define your corporate security policy - something that many products and vendors simply take for granted.
Microsoft ISA Server is replete with functionality, easy to use, and - if you run a Windows environment - simplicity itself to integrate and manage along with the rest of your network.