Access control and authentication
To prevent unauthorized users from accessing your LAN, most UTM appliances support one or more authentication schemes, such as Windows Active Directory, LDAP, RADIUS, or an internal user database. They also provide MAC address filtering to prevent unregistered devices from accessing your LAN; unfortunately, MAC addresses are easy to spoof.
One very important difference between standard firewall routers and many UTM appliances is the presence on the latter of a second (and sometimes even a third) WAN port. In case of an outage, you could balance the network load between two regular connections--say, one DSL and one cable. You can set one up as the primary, with the second kicking in only during an outage, or you can divide loads on a round-robin or percentage basis. This is a great way to establish outage protection without investing in an expensive T1 line (and the accompanying service-level guarantees).
For secure connections between offices, during business travel, or in support of telecommuting, virtual private network support is a must-have feature. Most UTM appliances can serve as VPN gateways for incoming connections. Remote users can connect to the gateway and can access LAN resources securely over an encrypted tunnel.
Most small businesses want Wi-Fi network access, so wireless security features in a UTM appliance are very important. Some appliances have a built-in wireless router, enabling them to run Wi-Fi traffic through the same strong filters that they use for Internet traffic. Others let you use third-party Wi-Fi access points to create special security zones for wireless networks.
Annual subscription fees
Normally to get the various UTM filtering capabilities above and beyond those of a basic firewall (including antivirus, antispyware, content filtering, intrusion detection, and spam checking) you must pay for an annual subscription. Though you can use the hardware without a subscription, you'll lose most of the appliance's security value if you adopt that approach. So before choosing a UTM appliance, investigate the annual subscription price for virus definitions and software/firmware updates, and find out whether costs go up as the number of users does. Some vendoes use a sliding scale of this type, while others don't.
Also, check to see whether the initial purchase price includes the cost of the first year's subscription. Since subscriptions may run to US$500 or more, having to pay separately for the first year is a significant factor. You'll want to compare the total cost of ownership--for both equipment and annual maintenance--over the number of years you expect to own the appliance. Another variable is installation fees, if you'll be hiring a consultant.
That's a quick review of the key features of UTM appliances, but you may want to consider other features as well, such as support for VoIP services (which may be adversely affected by filtering tools), the ability to set up zones governed by different security levels (say, a public zone and a private zone), dynamic DNS support, printer sharing, and monitoring and reporting tools that proactively provide crucial information (such as WAN outages or peak load times) in a form that even a part-time IT person can understand and act on.