I'm using Mandrake's MNF, and I must tell you it is great. I wanted to evaluate it and build something similar but in the end that I decided it caters for all my needs and building something similar would be a waste of time (although it is a good learning exercise). The only downside is if you have multiple accounts, but I only have one so it is not a problem (I am sure you can mod this).
Other than that, DynDNS, WebProxy, Content Filters, DHCP server, stats on CPU and Link usage, etc, etc... all built in.