If you are going to buy one from the Watchguard range, personally I recommend one from the Core series but these are all subscription based. Alot of the higher end ones also need the system manager software to configure them but them are very reliable, we have some several hundred out there in out sites. Good bits of kit but cost alot of money.
Netgear do some firewalls which are worth looking at, these are much cheaper and are a similar setup to the Watchguard ones bur one a smaller scale from what I have seen. Have a look
here, or on eBuyer, they do some really good deals from time to time if your lucky, if you are going to purchase a Watchguard range I would try and stick with them rather than eBay as alot are licensed and don't always come with them from eBay.
Just my bit on all this.