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When you know what you need to do, and what constraints you have, you can start looking at the products available to you. At this stage, people often ask "What's the best firewall?", to which the standard answer is "How long is a piece of string?"— a sarcastic way of suggesting that the answer is, as always, "It depends". Here are some things to keep in mind as you go through the process of determining what's best for your situation.
As your site gets larger, or your Internet usage gets larger, how are you going to grow the solution? Can you increase the capacity without changing anything fundamental (for instance, by adding more memory, more CPUs, a higher-speed interface, an additional interface)? Can you duplicate pieces of the configuration to get extra capacity, or will that require reconfiguring lots of client machines, or break functionality?