Let me also put in a plug for the SonicWalls. We just got one and I've been extraordinarily happy with it. And I sleep better at night, too. 😊
One disadvantage, however, is that they license the Windows VPN client on a per-user basis, and it does not currently work under Windows XP. This is a pain, and the client is expensive. I did read on the FreeS/WAN list, though, that there has been some success connecting Linux with FreeS/WAN to a SonicWall via IPSEC, so you may not need the Win32 client.