The only thing I would add is that it may be worthwhile to check the firmware level on the box vs. what is available from the Linksys site. You never know how long the unit you buy has been in the supply chain. I've had my Linksys a while and have upgraded the firmware twice.

Zone Alarm on the other hand has other uses. For one thing it intercepts programs already on your Windows machine that, perhaps unbeknowst to you, want to "call home" to check or report something. For example Quick Books and Real Players do this. With Zone Alarm, you can permit or deny this on a incident by incident or in a blanket fashion for each such program.