[INTPenis]

I also went with OpenBSD, first on Alix and then APU. Just now learned that APU2 existed due to your post.

But to me I think OpenBSD PF is just so simple to use that there is no need for pfsense. It's a simple firewall, has no services except opensmtpd relay and pf. All other services are inside the DMZ.

It's literally, install and forget. But that's not to say you shouldn't have proper patch management.