Take it easy, why is a simple quesrion have to turn into a distro war?
We all have our preferences, likes and dislikes.
Belive it or not, but until last week, I never heard about nethserver, but I have heard about untangle, pfsense, sophos.
Out of the box means, I install it and all that is needed for the hardware to become a router/firewall is there waiting to be setup. Yoy know like a regular router. When you buy a router and plug it in it also needs setup to work properly.
Yes almost any router will just work, but it will not be secure and will not do what you need untill you set it up. And yes sophos comes totally locked down by default, which might not be a bad thing.
Please, before jumping down my throat read my first question. I was just surprised that ns is a firewall distro as I expected it to be just a setup with a nice webmin like webgui. I am not a linux guru, so it might not be very simple for me to build out router and firewall based on ns. Not that I will not try, but it will be a challenge.