The closed source and licensed nature of most commercial firewalls leave very little room for any kind of alternate approach to running your own firewall. What if you wanted to pair your own hardware, or even virtualize one of the commercial firewalls? It would not be possible. There is now a solution to this problem, and it is because of the availability of stable open source firewalls like the pfsense. Here are a few advantages of going the open source route with your firewall.
You can now use any approved server level hardware as a firewall. There are no longer any port limits, nor would you be expected to pay a lot more for higher throughput or additional memory. Another option would be to virtualize your firewall, giving you the ability to provision additional resources at will.
Commercial firewalls limit updates and newer firmware to those who are under warranty or have signed support agreements. These AMC’s are not cheap and not signing basically leaves your firewall open to any vulnerabilities discovered after. With an open source firewall updates can be installed as soon as they are available for as long as the firewall is under development.
When it comes to almost any commercial firewall, you are locked into whatever feature set they have. You can request, but the chances of getting something added is extremely unlikely. Open source gives you a higher chance of getting new plugins or features developed.