We sold the SonicWall devices. I've heard people having good luck with WatchGuard and the low end Cisco ASA5505. From experience, the SonicWall was easier to install and setup and came 'full on' out of the box. Adding 'pin holes' was a little awkward as well as setting up port forwarding/etc. I have no experience with the WatchGuards. The Cisco ASA needs to be setup by someone with a very good knowledge of Cisco IOS, and your network layout. There are some IOS setups that can be found on the web, but altering them can be a daunting task and someone who isn't good with IOS can easily lock themselves out of their firewall, out of the internet, and out of their network...
And most important is to check your logs periodically. You don't need to worry about what's blocked, but what traverses the device. Charter, we were getting hit on average 80 times an hour. All 'script kiddie' stuff. Every now and then, we'd get a more nuanced attack...
As far as 'home/personal use', I guess it depends... I always had a firewall, just in case. I kept information like bank records and such, and then business records. Pretty blasé stuff; but so is my underwear drawer, and I'd rather not have people in either one...
Are you referring to home use or SOHO/business?