Security Basics: firewalls

[Damian <avghacker () gmail com>]

So I need some advice on firewall security. I use ubuntu servers at work and am very comfortable with debian.  At work 
we have a cisco piz firewall....however another smaller company we help doesn't have the budget or staff for a pix 
firewall.  I was considering using a distro like redwall or smoothwall and was wondering if anyone had any experience 
with dedicated distros like these.  Also do these distros offer better security then larger installations?