Resource usage: just like in server and desktop editions, a Linux firewall can get by with far less in system resources than its Windows based brethren. Since there is no bloated OS to run, a Linux firewall will do more with less.
Stability and Uptime: again, this is very similar to the pros and cons of using desktop and server Linux. Because Windows machines have a resource-intensive operating system on top of their intended functions, a Windows firewall will be more prone to crashes and downtime than a Linux firewall.
Cost: More hardware is required to build a Windows based firewall. Add to that the cost of OS licensing and fees for dedicated software like Microsoft Forefront and a Windows firewall becomes an expensive proposition. In the meantime, most Linux firewall distros are free. On top of that, a Linux box can be built at a far hardware lower cost.
Device Flexibility: Dedicated firewall hardware providers are careful to lock down their products to the core features they’re selling. There is usually no other interesting functionality built in to a hardware firewall. Unless you pay extra, that is. Since firewall on Linux is open source, its functionality is always being expanded. Want to alter your firewall for greater intrusion detection or traffic shaping? You can do that with Linux.
Security: Buying a hardware firewall model means buying the same fireall that thousands of other companies may have. This means any exploits discovered on that model suddenly become everyone’s problem. Using a Linux based firewall means you can customize every option, including security, for a unique and hard to hack firewall.
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