@Crazy Buddhist: My point was just that all aspect of a product should not be judged based on the poor performance of one aspect. For example, both ESET and Avira are stellar AVs, but apparently pretty mediocre-to-bad firewalls; and both of these products have just recently been expanded to have security-center version.
Thanks for bringing up diy hardware firewalls, I forgot to mention those. I've never seen a straight comparison between them and appliance devices (ex, Juniper, Cisco, etc stuff), but in my experience the diy ones offer stellar performance and protection, and of course are WAY cheaper. A couple other ones to look at are pfSense and untangle. Or of course, you could go really down deep and roll your own with [insert *nix distro of choice here], IPTables (IPChains successor btw, IPChains has been deprecated for a few years), and Squid (if you want advanced proxying capabilities).