ISA's expensive, at least for a 7-pc office. It runs on a hardened version of Windows server (unless something's changed with ISA 2006). So you've got to buy licenses for both the server and ISA (cha-ching!). It's a nice product if you're comfortable with Microsoft packages.

Symantec, Cisco, and Sonicwall, along with a slew of other companies manufacture standalone firewall products (with proxy features) that start out around $300-400. IPcop, pfSense, and Smoothwall are all free open-source products that also offer a proxy server as a feature. You'd need a PC to load those.

A lot of folks are real high on the free stuff, but I've seen admins load these systems on computers, that though they met minimum sys req's, they were way too slow and choked bandwidth. If you're going to go with a do-it-yourself firewall/gateway like IP cop, don't cheap out on the hardware. Get a minimum P4 and 512 mb's ram and some 1 gb nics.