pfSense seems to like my McAfee Enterprise Firewall S1104 (Full 2.2.2 x64 serial).
No specific instructions are necessary, since it is basically a custom miniITX motherboard with Atom D410, 2 gigs of RAM and 4 Intel NICs, so just whack the USB stick in, select it in the BIOS boot menu and that's all.
The device has both VGA and serial port (RJ-45 Cisco-style) on the front panel so you can use either image variant. I've installed pfSense using the serial console and it worked just fine. The BIOS has a console redirection capability, which defaults to 9600 bps, so I'd recommend to change it to 115200 bps to match the BSD kernel setting.
Overall, the device works very well. NICs are labeled only by numbers 0 - 3 and use identical chips, so they can be assigned freely.
My device runs router/firewall, pfblockng, suricata, dhcp, ntp and a an IKEv2 VPN (rarely used, it's a backup in case our main VPN server goes down) and it can do around 100 Mbit/s throughput. More performance testing is yet to be done, but the CPU was definitely sweating.
It has a 500 gig SATA HDD so it can do proxy/caching, but I wouldn't have too high expectations here, since the Atom D410 isn't exactly a power house and without HW AES, it's almost useless for heavy SSL work like HTTPS decryption and filtering.
But apart from that, it's pretty decent router/firewall with IPS, especially when you can get one cheap. I paid 2000 CZK (about $83) for an unused unit.
//Update: The BSD driver for the Intel 82574L NICs supports the TCP Segmentation Offloading. After enabling the feature in pfSense and rebooting, there was an obvious drop in CPU load when heavy traffic was passing through. I'll get some numbers soon, but just from my current observations, enabling TSO on this hardware may be useful.