Some other options include Sonicwall and pfsense, and I encourage others to post their suggestions as well. I haven't used SonicWall, though I have used pfsense strictly as a firewall.
(0) http://www.sophos.com/en-us/products/free-tools/sophos-utm-h...
I don't like the idea of having to keep a desktop/laptop computer on 24/7.
Reading the forums there are some dual LAN Atom based mini PCs that seem OK.
Edit: Also http://store.netgate.com/Desktop-Systems-C83.aspx has some preconfigured options at under $300.
If you do not want to financially support pfSense, you can buy hardware from Netgate directly, starting from $299. Even cheaper as a kit or with older hardware, but you decide for yourself whether it will be adequate for you. I'm planning on buying an assembled APU from Netgate for myself; right now I'm using m0n0wall on a separate P3 PC (Celeron 1000), modded for silence. Probably will try out pfSense beforehand, on a separate CF card I just ordered.
Reviews suggest pfsense runs well, and with 4GB RAM and a decent SSD one could probably run snort and squid as well. Probably about $330 all assembled.
Also, there is no reason why all these functions should be built into a TV. I believe that the TV should be a monitor and thats it. We dont even need to have a TV tuner anymore. Just add 6 HDMI ports or more and I will add whatever function i want.
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