For your situation, I assume you're going to have the need for a LAN and WAN port only (unless you're running multiple subnets internally - then just use logical ports on the router and VLANs on the switch <assuming your equipment can handle that>). If that is the case, just go with a cheap Linksys. Anything with 100Mbps ports will suffice because I doubt your connection to the outside world is faster than that. Get a Linksys switch to hang off the inside and attach all your devices to. These days, go with a gig switch since they're pretty cheap, even though I doubt you'll use anything over 100Mbps, even inside - unless you're moving tons of files around locally all the time and have machines that will write data that fast.
Anyway, put dd-wrt on the router and you can configure it any way you want.
www.dd-wrt.com | Unleash Your Router - Unleash that mother fucker. You can handle all basic firewall functionality on the router - Access Lists, VPN, NAT, PAT, etc.
If you want to make it even more simple, get a "Gateway" device. It's just a router/ firewall with switchports on it. This is what most home users think of when they think of routers. Buy an 8 or 12 port model and call it a day.
Also, if you're looking for a free filtering solution, use
K9 Web Protection - Free Internet Filtering and Parental Controls Software. There may be some proxy based web filtering that is open source, but I'm not too sure since the proprietary categorization of URL's is valuable data that most filtering proxy vendors use as a major selling point.
If you're going to be putting web servers behind this that will be getting consistent traffic, scrap all this home equipment and invest in something that isn't made out of plastic. It doesn't have to be too expensive, but plan on spending like $1500. Grab a Cisco ASA 5505 Firewall, 1800 series router, and 2950 switch from ebay. Download the most current IOS, SDM, and ASDM and configure those bitches through the GUI. If you're going brand new, go with Juniper or Sonicwall as someone said.
