Hmm, I think the reason I never tried pfsense was because I couldn't find the download for the generic pc image...
I still can't find it, can you perhaps point me in the right direction?
If you're using CF, choose the embedded image. Otherwise grab the iso and install to the hard drive. pfsense has a full installer and installs to normal HD partitions, unlike m0n0wall which copies a small image to the HD and runs from RAM.
http://pfsense.org/mirror.php?section=downloads