We've just taken delivery of a SonicWall here at werk. It's taken me about two hours to configure it ready to go live tonight (including upgrading the firmware, and getting the firewall, DMZ and VPN setup as it will be once in-situ). This thing really is great.
The machine is a small, light 1U machine, which is so light it doesn't need any fancy rackmounting kit. It's got three (or four) network interfaces at the front, as well as a console port. Around the back it's just got a power socket and switch.
Getting it up and running out of the box is so utterly easy (ahh, the marvels of appliance based systems!). All the jobs you have to do are quick and intuitive (although VPNs need a bit of thinking about). Changing IP addresses, or adding custom firewall rules is a doddle - much like CheckPoint, it's very simple, and very powerful. You can't make rules that have more than one service in them though (so you'd need two rules for HTTP and HTTPS, for example). Still, this isn't designed for huge networks with lots of services, so that shouldn't be a problem.
The VPN software is pretty good - I've evaluted this before, and it works really well. I'll find out tonight just how good, and if the "run logon script" feature works (which I never quite managed with CheckPoint).