We recommend the SonicWall firewall. The firewall market is very crowded with many players offering similar features.
The SonicWall has the following features we use all the time making it fast to setup and reliable:
One-to-one NAT so we can give your computers a friendly name like http://bob.yourcompany.com. This makes accessing your office computer from home easier.
A very easy to use VPN client so your notebook can have access to all the files on your server no matter where you are.
Site-to-site VPN so all the computers from your satellite site can access the server at the home office
Easy firmware updates so it can be kept up to date.
Optional anti-virus and content filtering for those who want it