What is the Best Firewall for Servers?

Sushant Bhatia asks: "I maintain a bunch of servers (Win 2003/XP Pro) at our labs in the university. Of late, the number of attacks on the computers has been more noticeable. The university provides firewall software (Kerio) but that doesn't work with Win 2003 (works with XP). And so we keep getting hit by zombie machines taken over in the Education Department or from Liberal Arts :-). So what does the Slashdot crowd use when they need to secure their Linux and Windows servers? Does it cost less than US$100?"