First and foremost, consider the functionality of the firewall. The good news for those deciding between products is that mainstream firewalls all have the same core functions. Each performs stateful inspection packet filtering and allows the implementation of basic perimeter defenses. I recommend honing in on functional requirements. Ask yourself: do you need to emphasize network throughput or enhanced security features?
One major point of differentiation between firewalls is their ability to perform
Finally, consider the vendor itself. When investing in a firewall product, you're making a long-term decision. The financial commitment is only the tip of the iceberg; your firewall administrators will invest significant time and energy building and customizing a rule base for that particular product. In general, rule bases are not portable between platforms, so any future platform change will require a substantial commitment of human resources. Therefore, it's wise to make sure the vendors on your short list are all stable companies with solid financials. You certainly don't want to get on board a sinking ship.