Note: no such thing as a hardware firewall/utm/whateverothernames. it's impossible to build in hardware. it's always done in software.
for myself, I like free UTM OSes I can install on my own hardware:
Sophos UTM Home Edition is my personal first choice, as it's exactly the same as their full fledged version (whose price will probably terrify you) but unless you're well versed in networking/whattermyoucallthis, it'll be one hell of an uphill battle and it's what I use. however, it could also take you up to a week to eliminate false positives and to get it running perfectly depending on what you do. depending on the transfer rate of your internet connection and how many functions are active, it might require a decent amount of hardware backing it up. the only limitation for some people is the limit of 50 client IPs.
I used to swear by pfsense until I wanted more, so I turned to Sophos UTM Home.
I'd still recommend pfsense to the beginner, the learning curve isn't steep and has fairly low hardware requirements. 200$ CAD will get you a complete embedded/itx-type for it or just use an old computer.
Untangle free always felt light on features so I never bothered with it.
Smoothwall has no IPS (only IDS which seems pointless without IPS) which instantly knocked it out of consideration