[Wlug] Firewalls

After spending many hours this past week trying to understand ipchains and firewalling in general I have come to the conclusion that I am spending a lot of time trying to recreate something that probably already exists. Does anyone have any experience with either open source or commercial firewalling products that can be configured to work in a small office network and allow VPN connections to larger networks. I do not have a very big budget but would be willing to pay for the appropriate solution. Mike