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This is difficult to answer in general terms because, like so many things in IT, "it depends." It depends on the specific applications or appliances, as well as your organization's goals, tolerance for risk and resources. As Bruce Schneier says, "complexity is the enemy of security," but a defense in depth (or a layered approach) is also required. Does the use of an integrated product truly reduce complexity in your situation? Does its use reduce your security layers, because one successful attack against the product will compromise multiple layers? Does it add layers and reduce complexity at the same time -- a clear win? Only you can answer those questions for your environment.
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