Generally, firewalls are used to prevent unauthenticated interactive logins from the outside world. This, more than anything, helps prevent vandals from logging into machines in your network. More elaborate systems block nearly all traffic from the outside to the inside. Firewalls have another distinct advantage. They provide a single point where security can be imposed and auditing can be done.
Firewalls can act as an effective phone tap and tracing tool in case of a break-in.
You can choose to have your security system provide summaries to the administrator about what kinds and amount of traffic passed through it as well as how many attempts there were to break into it.