Best firewall around.

My company is thinking about a firewall for our small bussiness network. We will be providing data recovery to prospective clients. A friend told us about “win router” can any one tell me more about this firewall or suggest a more effective on. We intend to use a cable modem and host our own website.We initally thought about a cable /DSL router with a built in firewall using NAT. I will gladly appreciate any suggestions and recomendations as i am open to learning.