Visnetic from DeerField is a good one and allows you to configure the firewall settings before you reboot after the first install. This prevents a lock out of the server if you are installing the firewall remotely. Moreover, it also has a remote connectivity tool which does not require you to logon to the server. You can manage your firewall remotely using that tool.
One thing is certain that a hardware based firewall is the best option, but if budget is a concern, then Visnetic is a good choice.
I used Visnetic a couple of years ago on a Windows 2000 Server, and was reasonably pleased with it, although if you're going to spend $200+ for a software firewall, why the heck not just take the step and get a hardware firewall? And then run IPSec locally for an extra layer?
You did say "good" but seriously, you can come a long way with ipsec--doesn't provide fancy interface like Visnetic, but it's rock solid, and it's free.