AAARRRGGHH! [

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!] My final posting on this thread is merely to repeat that choice of firewall is a resultant of your security threat assessment, and as properly aligned with your choice of strategic OS environment. Issues of traffic shaping and routing have got more to do with Network QoS, and not firewalling.
When it comes to firewalls, if you've made the strategic mistake of choosing a Windows environment, there wouldn't be much point in comparing the functionality offered by Linux products, would there?! If you haven't yet made a choice of strategic OS environment, then you've got it wrong - it's time that you undertake a review of your strategic direction, and commit firstly to that choice, before doing functional or feature comparisons. This has got nothing to do with feature comparisons between Linux and Windows products, but instead of products within your choice of OS environment, such environment being very largely a determinant of your threat levels in the first place.
The point should be clear - don't choose a firewall based on product features or functionality except within your chosen environment, and don't challenge me on feature comparisons between Windows and Linux products, which is pointless - there are good and bad products in both environments. If you feel the need to change your firewall due to a feature-set offered by a particular product, you're perfectly entitled to do so, but this must remain aligned with your choice of OS environment, be it GNU/Linux, *nix, Solaris, Windows, MACOS/X, SyTOS, whatever.
Do not forget that firewalls are essentially a component of that generally known as the 'Back-End' or 'Data Centre' (which could be a single server, huge NOC, mainframe, clustered racks, whatever), and therefore must be properly aligned and fully compliant with that environment, which has got nothing to do with loading Zone Alarm or installing Tiny Personal Firewall on a PC, switching-on the firewall facility in your Windows XP network connection, or setting some packet filtering rules on your Linux workstation.
Over and Out!!