I think you'll need to decide if you want a hardware or a software firewall.

Good, but expensive hw firewalls include (but isn't limited to):
Nokia - Checkpoint FW/1
Cisco Pix

Software firewalls include (but isn't limited either):
Checkpoint FW/1 on Solaris/WinNT/Win2K
Microsoft ISA Server

Then there's the "build your own" option with:

PF - OpenBSDs standard firewall
IPFilter - Darren Reed's IPFilter runs on Linux/*BSD/Solaris

Checkpoint and ISA both have a 'point 'n click' user interface.
You can install a point 'n click interface on a PIX too these days, but it sux.