Well, short of hiring a security consultant, about the only thing you can do is use a web-based scan. Google for 'firewall test' and you'll get a lot of results. You could log on to an external unix box and use a utility like nmap to check for open ports.
Firewalls aren't the be-all-end-all of security as I am sure you know. Keeping an eye on the apps you install and use goes a long way.
Jim