I have been using an Asante four port router for awhile and have been very satisfied. I have never heard the term stateful firewall before, but I think the Asante router should fit the bill. Asante is a great company, although the products are a bit pricey. The only negative point I have found is that, at least for my particular model, I cannot get it to go into stealth mode - it listens to that one port that some mail servers require for authentication purposes. I know I could close it, but that could be more trouble than it would be worth. According to the Shields Up site explanation, advanced firewalls can differentiate between legitimate server requests and probes.