I have setup and used Zywall-10, D-LINK DI-804HV and Netgear FVS328.
The Zywall-10 was the first reasonably priced VPN/Firewall appliance. It is, in todays standard, very old, slow and difficult to configure. However, it does have the best firewall I've seen in the low priced VPN/Firewall appliances.
Initially we where connecting to the Zywall using FreeSWAN, SSH sentinal, and Windows XP VPN. All of these software packages, when connecting to the Zywall were difficult to setup and all of them had a hard time keeping the tunnel up.
We have now moved on to the D-LINKs and the Netgear appliances. The D-LINK was very easy to setup and connect to the Zywall. It keeps the tunnel up OK. I didn't spend too much time in the firewall portion but it seemed to be about the same as most residential FW appliances.
The Netgear is very similar to the D-Link but found it a tad more difficult to configure. However, the Netgear is maybe a little more feature rich than the D-LINK. I also think the Netgear FW is maybe a little better than the D-Link but less than the Zywall. In fact, it may be that the Netgear uses the same embedded OS as the Zywall. The nice thing about the Netgears is I can pick them up for very cheap on Ebay.
All in all, if you want a simple VPN that is easy to set up, I would recommend the D-LINK. If you want something more sophisticated with better FW capabilities, look into the newer Zywalls. However, there is nothing wrong with the Netgears.
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