PFSense shouldn't even be in a thread about UTMs.....even with snort 'n clam, it can't find a herpe in a mexican w@#$&house.
If you want to toss free *nix UTM firewalls in the mix, look at Endian or Untangle...especially Untangle since it has several other modules in it which actually deal more with web based malware..
However...I see some comments about how UTMs will never make it into homes, and have little chance in SMBs. Baloney! We're an SMB IT services consulting group with over 300 active SMB clients....and the vast majority of our clients are behind UTMs. We push very hard for biz clients to be behind them. And we layer that security with safe DNS services, and a different brand antivirus on the desktop and servers, and combine with managed updates (including web player updates..java, flash, etc). Layered security is where it's at.
And for residential people...all it takes is a few times of their home PCs getting hosed with malware, and a bank account jacking...or a few e-mail account jackings...and they're onboard a UTM. We done it for a few.
I think it's great to see ZyXELs more entry level UTM gateway, and I'm looking forward to Bitdefenders Box to hit the shelves....they both utilize AV engines that have been in the top 3 of AV-Comparatives for a few years in a row now. Great great products.
With homes having multiple computers now, and smart devices, and paying so much for internet connections and all their tech gadgets....the cost of a UTM and its subscription is a drop in the bucket!
And it does not replace the desktop AV...think "layered security"...should still have a different brand AV on the nodes.