I agree...need more info to make a more intelligent post. I'll go ahead and put in my 2 cents, though.

For reliability and flexability in the enterprise, it's PIX, hands down, but it's pricey.

For ease of use in an enterprise appliance, I recommend SonicWall.

For home use, if you want an appliance or router, go with WatchGuard's Firebox SOHO (if you can afford the price), or go with a Linksys router.

As far as host based, for Win2k or 2k3, I'd go with Checkpoint. For XP, I like Sygate.

I do not have enough expertise or experience with linux firewalls, other than ipchains, to make an informed recommendation here.

Just my 2 cents.