Low Cost Home Network Defense

I'm frequently asked what's the best way to protect home users from Internet-based external attacks. I'm a big fan of the NR041, a SOHO cable/DSL router built by Network Everywhere. The style of their devices is similar to older Netgear products, but it appears to belong to Linksys, now a subset of Cisco. Best Buy appears to sell the product for $49.99, but I bought mine for much cheaper at Buy.com. I take my NR041 on the road and "hide" behind its NAT on client networks.