firewalls all have the same functionalities.They all do the same thing.So choose whichever one you feel is easier to configure and maintain.
BUT
there are many vulnerabilities that will disable a certain firewall brand. because of that you must do your research. head over to
www.securityfocus.org to stay updated on possible vulnerabilities and exploits.
i would recommend a lesser known brand as there is virtually no demand for an exploit.there is high demand for more known firewall types such as windows firewall and zonealarm.
if you want to be absolutely safe, get yourself a hardware based firewall.