Just as the Internet is firmly rooted in Unix, so Unix has also been the platform of choice for firewalls. But with Microsoft Windows NT becoming more prevalent, the need for Windows NT firewalls has emerged, paralleling previous developments in the Web server market. Some argue that Windows NT may not be as secure as Unix because it doesn't allow the same fine-tuning that Unix does. We didn't find any obvious security glitches in the Windows NT firewalls, but we didn't test them against Unix products. We did find that deploying a Windows NT firewall is no easy task.
Firewalls still require extensive pretesting and tailoring.
Ultimately, your choice of a firewall platform should depend on your network and what you're comfortable with. They provide one solution in a complex, ever-changing world of security challenges.