Usually the series 192.168.0.nnn is used. The whole procedure is automatic, once you've set it up the first time. Many gateways build in a firewall as well. Basically the firewall functionality blocks internet traffic that you didn't explicitly request. How well this works depends on the unit, but the fact that you have a gateway already is a step in the right direction.
Configuration is done through a web page interface.
A switch is inherently better and more secure than a hub because it actively makes dedicated connections, where a hub merely shares everything, like pigs at the trough. D-Link, 3Com and others make gateway products. All of them work with all internetworked computers. As for a Mac OS X firewall, I saved the best for last. Just as you suspected, Mac OS X comes with a built-in firewall.