A firewall is usually enterprise level gear.. if this is a home you buy a router.
Router does protect your local network.. it will not have vpn and virus checking as the enterprise firewall does but then you don't need those things for home setup usually.
All you need is a router of recent manufacturer.. anything out there today can handle 100mbit with ease..
Apple routers are ok.. albeit from security point of view do lack a proper firewall.
But there are lots of wireless routers which work well with Macs and do have proper SPI firewall.
They will handle speeds now up to about 800Mbps.. although if you start using the firewall, QoS and other heavy cpu usage apps it will halve that speed.
See smallnetbuilder reviews and wan to lan throughput chart.
http://www.smallnetbuilder.com/lanwan/router-charts/bar/74-wan-to-lan
The netgear R7000 is top of the list.. the Asus RT-AC68U however is better all round router IMHO. Either of those have more than adequate firewall protection for your network.