Firewalls, on the other hand, act as the "traffic cop" for all inbound and outbound network traffic, ensuring that it meets network security policy. If your networking strategy calls for a proxy server, I would strongly recommend using it in conjunction with a firewall.
That said, some network firewalls combine proxy functionality with packet filtering. These so-called "proxy firewalls" establish connections with local systems on behalf of remote users (and vice-versa), eliminating the direct connection between systems. Such an arrangement allows the proxy firewall to perform content filtering and provide Layer 7 defenses. If you can afford one, these firewalls provide the strongest available level of firewall protection on the market today.
This was first published in December 2007