Firewalls you say?
Why my hand-coded (and slightly buggy) Osiris script for Netfilter protects my network (very appropriately named Nethernet*) from the Chaos of the Internets.
If there ever was a good firewall it would be Netfilter. It is 100% customisable and it never slows down a connection (provided that you set up the rules properly). ISPs use it, so it is completely scalable to tens of thousands of simultaneous connections (depending on the power of the computer). The only "bad" thing about it is that you'll need to have either a degree in computer science and networking to be able to figure out how to use it, or you'll need pay $80 for a good book.
For the record, I spent the $80. That book has taught me more about networks than every single IT lesson in high school.
It isn't avaliable for Windows computers though, only for Linux, but it can protect every client on a network if it is installed at a chokepoint such as the router. Speaking of routers, Netfiler can be the router! :bow:
* Osiris is the king of the Netherworld in Ancient Egyptian mythology. Ethernet is the technology my LAN uses. It doesn't take too much effort to figure it out from here.
C. P. U. Its not a big processor... Its a series of pipes!