Hardware Firewall

Hi all!

Does anybody have an opinion on hardware firewalls? I've been doing some reading on them lately, and it seems for personal, non-business use that it's mainly *nix geeks that use them. I would like that extra feeling of protection, but I'm not sure how it would integrate in my network.

It seems like many of them also double as routers. Would it be possible to just "pass through" the firewall, and then hook it up to the WAN outlet of my Airport and everything on the airport would be as normal? The only issue I could see with this is that I wouldn't be able to access the firewall if I needed to change settings, which ... I really wouldn't want to have to mess with anyways.