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My only recommendation is to buy a "bridge" modem.
One that doesn't do the actual NATing itself. This way you can put whatever router/firewall device you want in place and change it out whenever you want.
I had a Motorola SBG1000 which I thought was really cool at the time (router/firewall/wireless/printer server/POTS networking/etc.) and I dropped it after a year because the firewall wasn't as customizable as I would have liked. I should have realized this since I was moving from a Checkpoint and Raptor combo, but I was just getting lazy.
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