1) Don't most routers already have a firewall built in, optionally?
2) Would a RPi be slow? I know its processor is 700 MHz, which should be OK, but I wonder about its connection hardware, being done to a low price. I am interested as I am currently setting up a RPi as part of a home-made NAS (only for serving text files and other sedentary stuff, not media).
Unsolved mysteries of the Universe, No 13 :-
How many remakes of Anna Karenina does the World need?