The Smoothwall install program is pretty bright, so it usually goes smoothly. I recommended it to a friend who used it to set up a firewall and VPN across DSL, connecting 5 offices, and he just raves about it.
The secret with Linux (any version) is to not succumb to the very real temptation of buying the cheapest hardware you can find. Linux will run on almost anything, but the ease of installation is directly proportional to the ease of driver installation, and no OS distribution can possibly have the drivers for everything.
As far as NICs go, I've always had good success with 3Com's venerable 3C905. ______________________________________________________________________
TANSTAAFL!