I saw this
Some specs here
although not sure I understand the performance table. Found a couple of posts quoting between 450 and 600 Mbps routing which seems pretty good for the price.
No experience of it but looks interesting with all the router/firewall functionality you could ask for.
Was thinking about it myself as I'm an obsessive tinkerer.
Otherwise a software based firewall such as smoothwall, pfsense or clearos whose performance you can scale up with appropriate pc hardware.