Hardware Firewall

I keen to know if anyone has any experiences of using - and can recommend - a hardware firewall.

I want to use it to on a small network to protect my internet connection.

Even though I run an ADSL router with NAT, I want some extra security that protects the 4 PCs behind it.  I've been looking at a couple of makes of Firewall with Stateful Packet Inspection.  I've also been told that this can slow down the network by a significant amount.

If anyone can help me shed some light on this dark world through their experiences - I'd be very grateful!

Thanks.