WaterRoof is a MacOSX ipfw firewall manager in a GUI format. Open source, this advanced settings configurator can take care of pretty much everything from NAT, ports, watch the logs, and lots more. It even has a wizard for fast configuration, or you can just a predefined rule set.
Beauty of this is how many options it has and how easily to access the interface. Within minutes, you can change up your firewall on your Mac and be watching statistics. Beats doing it the old fashioned way via commandline.