ebox-platform/zentyal: multi wan support
easy vpn setup
very very easy install
full ubuntu release to run any additional services
A great distro is www.zentyal.com. The current version is based on ubuntu 10.04. My only critique is that if you install from the iso, it will install a desktop for you to use if you have a mouse monitor and keyboard. a more efficient way would probably to be to install the server edition of ubuntu 10.04, add the repositories for ebox/zentyal and upgrade from there. If you want to install straight from the iso and if you're funny about wasting resources on gui stuff when there is no mouse and keyboard connected, you can always change the runlevel in the startup scripts.
Everything is managed from a very nice browser front end. It is a beautiful router that definitely completes with my sonicwall. Sonicwall and cisco are great, but I'll probably never buy one again unless a client wants one.