We use the Linksys BEFSR11 here, and it's been great. They are surprisingly inexpensive.

I had a 3-interface ipchains box running well on a P200 for a while and it was swell, but it took a while to get it the way I wanted it. The motherboard smoked, though, and I was tight for time so I grabbed a Linksys 4-port. Since then I have set up 4 of them for friends with broadband connections. Inexpensive, no moving parts, easy to set up. For my friends, anything more complex or time-consuming would have been an obstacle and I figure they're getting 90+ percent of the benefit with 10 percent of the effort.

I'm rebuilding a box to run Gibraltar/Debian (easy: just a CD/floppy drive) firewall, but I'll probably keep the Linksys on-line for outbound . With latest firmware it now even handles IPSec for work VPN. Pretty darn good bang for the buck.