I recently came across information about an interesting hardware-based VPN firewall. Its made by a company called Phantom Technologies and is called the iPhantom. The device connects to the ethernet port of a computer or router (so that it can be used to protect multiple computers at a remote location or for use in a small office). It then sets up a highly encrypted VPN tunnel to Phantom Technologies data center so that all traffic is routed back and forth to that data center. This can be useful to help protect a remote computer being used at a public location (such as a hotel) or in a foreign country where the information may be susceptible to interception. Unfortunately, its not very useful for laptops being used at wi-fi hotspots. It can also help protect against viruses and adware because all data being accessed from the Internet is scanned at the Phantom Technologies data center.
Note that the data is still susceptible to interception by anyone monitoring traffic moving into or out of Phantom Technologies data center. Also, an ongoing subscription is required in order to use the device.