Hardware Firewall

Hello Fellow Geekers,
Could someone point me in the direction of setting up a hardware firewall? I have heard that a hardware firewall is better than a software firewall. My plan is to use a router connected to a computer that uses linux. And in this linux computer, I was planning on using two NIC cards. The router is attached to the first NIC card and my personal computer is attached to the second NIC card. Forcing everything to go through my linux.
Does anyone have any pros or cons against this set up? I am new at this hardware firewall stuff and need a lot of guidance. Also how do I config the linux? Meaning which of the components of linux do I put on my computer.
And while I have everyone's attention, Could someone please tell me which router is the best for hardware firewall; keeping in mind that it will be used for a home setup?

Many thanks in Advance for your time and effort....
Harvey