Most of the DSL/Cable routers out there come with some form of hardware firewall. They aren't likely to stop a particularly dedicated hacker, but very few residential users need to worry about that. You can find them fairly cheap, if you check the Hot Deals forum one or another is often on sale for about $50, and they generally sell at normal price for around $100.
If you don't have a broadband connection the
SMC Barricade has a built in serial port for an external modem, as well as a print server. Hmm, seems
Netgear offers a dial-up only router with built-in modem, interesting.
With Cable/DSL the field widens a bit, and along with the SMC I have also used and can recommend:
One of
Netgear's offerings for broadband sharing. I personally have only used the RT314 and had no problems.
The
Linksys routers are generally popular, especially the BEFSR41 base model, though I personally found the Linksys equipment less user-friendly and a bit more bug prone than the Netgear or SMC offerings.
There are lots of other similiar models from other companies out there doing pretty much the same thing, I just have never used them so I can't make any recommendations.