IPchains for Linux or just use and OpenBSD or FreeBSD box as a gateway, running IPchains. (more robust IP stack).

For windblows:
Outpost (free, but some features are disabled) www.agnitum.com
Sygate www.sygate.com

Ao has a neat feature called "SEARCH". If you did a search of the forums you'd see info like this about 5000 times. Same question, same channel, same day of the week.

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I say ipchains for robustness, not necessarily ease of use. The 2.2 linux kernel is IMO a little better at handling large amounts of traffic. If you're only going to see a little traffic then the 2.4 kernel is fine with iptables. BTW, When implemented properly Iptables can be just as robust as most Checkpoint FW installs.