I run a Linksys BEFSR41 router with a EZXS88W switch. Behind a DPX110 Cable Modem. It works like a charm I have logging enabled and use a program called WallWatcher. I love to see it in action.
The only problem I have had is. Sometimes if I lose power the router reverts back to the default password. Being how you can access the setup from a browser.
On a better note. With the latest firmware upgrade it comes with a new goodie attached an itergrated with it.
Quote from the site: "firmware version 1.42.3 that supports enhanced Internet security using ZoneAlarmPro TM and PC-cillin "
So after I upgraded my firmware I went into the setup and suprise. It's right there. An interface for Zone Alarm. You can now allow ZA to manage the router for you and view the logs from ZA as well. This along with the built in NAT addressing should give you peace of mind. Just be carefull running some game servers because you have to set them in the DMZ to run it. Because the port forwarding in the router just don't swing some game servers if you ever run one.

Hope this helps, just my $.02 worth.....