[link|http://www.smoothwall.org|Smoothwall]

Lightweight Linux distro designed for such a purpose. I have it running completely headless on a p100 with 32m ram and a 250meg disk, serving a mix of 6-8 win/lin clients. Includes squid, snort, IPSEC VPN and support for dynamic dns services, which AFIAK the various firewall-in-a-box devices don't. Also supports 3 nics (wan/lan/dmz) port forwarding, and extensive logging.

No Linux knowledge necessary, runs a web UI (ssl of course) although you can run a shell.