Affordable appliance-wise my vote would be for a SonicWALL.
If those are still too expensive for what you want, you could go with a multi-NIC server running SmoothWall, Untangle, m0n0wall, ipcop, etc.
I would stay away from using home routers, it gets messy and they don't give you the flexibility and security of a higher quality device (or open source firewall).
