Home users will rely on the controls in their router or a software firewall on their computer, but for business users a proper firewall solution is required. The problem that arises especially for smaller businesses is the cost but there are free alternatives, one such product is Smoothwall Express. Smoothwall Express is a free firewall that includes its own security-hardened GNU/Linux operating system and an easy-to-use web interface. I have it running in a live environment for over a year now and it is very stable. All you need to get started is an old desktop, at least two network cards but preferably three, and a download of Smoothwall.
There is a command line interface which can be used to configure the firewall but much easier to use is the web interface which allows you to configure the firewall from the comfort of your web browser. Installation is straight forward with the default option allowing most web traffic except harmful traffic, you can also configure it to be completely closed and specifiy the traffic you want to allow.
Additional items that may be configured are Web Proxy, ISDN configuration, ADSL configuration, and DHCP configuration. It also has options for VPN. Once you install and configure your firewall the configuration can be backed up and in the unfortunate circumstance that the firewall hardware fails it can be easily restored to new hardware. Click the link for the Smoothwall website.