I've been using Checkpoint FW-1 extensively for a while now. My opinion of it is that technically it is a great product; it had better be for the cost involved. it is easy to set up for a basic installation. However, if you need advanced configurations you will find that Checkpoint's documentation and technical support are pretty crummy. You will spend a lot of time reading the various FW-1 related mailing lists and newsgroups in order to find out how to set certain things up. The other thingabout Checkpoint is that you need a license to sneeze when you are in the same room as their products. This can get frustrating, but if you have a good vendor they'll help smooth out these problems.
I've used Raptor a bit, and it seemed like aneasy to use and stable system, if perhaps a bit slow. I didn't use it enough to really form a strong opinion.
I've also used Linux ipchains and have been reading about the new iptables feature which includes stateful inspection. It looks great, and its free. However, it probably isn't as easy to use or support as you would like.
As for ISA, all I can say is that as a network security administrator, I would NEVER consider putting the protection of my network into the care of a Microsoft product. Let's face it, MS makes good application software and decent OS offerings, but security has never been a concern of theirs. When they need to balance security and ease of use, they take ease of use every time. Why would you trust your network to the people who enabled the Melissa and ILOVEYOU worms?
To close this rant, if money isn't an issue and you have some patience, Checkpoint is a great product. I don't think that Gauntlet or Raptor are much cheaper and probably aren't as good technically. Don't even think about ISA!