If you can't do checkpoint or pix... then why not look into an open source solution?

Are you familiar with linux?

I use iptables and now complete my fw scripts with fwbuilder. The fwbuilder is pretty easy to use and can create the script for many different firewalls. The interface is looks similar to fw1 IMO.

Since the software is free, the only thing you'd be paying for is hardware.

You can even install snort and have an FW/IDS all in one.

Snort also has various GUI interfaces.

For the proxy/filtering... look into squid and squidguard .

If linux isn't your thing... you may have a little trouble getting everything running.

It works great for me though!

Like others said above though... all depends on your needs.

I also just tried out the express version of smoothwall and was pretty impressed by it.
(I installed at home.... but they have a corp solution too.)

Though, the web interface doesn't provide all that I'd like... they have plenty of add ons.

http://www.smoothwall.org/