I use Avast!, Malwarebytes Pro and Hitman Pro as my preferred approach. Unlike the first two, I seldom see Hitman Pro triggering on a hit. I am assuming that is because my first two solutions aren't leaving anything for Hitman to detect. Again, just an assumption, as Hitman has fairly good reviews.
Yes, PfSense is simlar to Smoothwall. I tested PfSense some time ago about the Load balancing feature used with 4 different ADSL accounts from different ISP's but was running as smoth as the load balancing in Smothwall. The service from the PfSense community also wasn't that good as Smoothwall. Beside my own companies network, I use it Smothwall by six of our customers and that's the most secure system of all our customers. Even using by some others the expensive Cisco and Netscreen Hardware Firewalls, the smothwall system are way more secure because of it's much wider use of Ad On's!