Well, I settled with IPTables because I know how to set up my server in Linux. Before I started this, I didn't know either IPTables or pf; now I know a little about IPTables.
I'm rather familiar with OpenBSD, and I like the base install environment: nothing extra. I feel like I have a clean slate to build on top of, where with other OSes I have to find things to turn off. This is also why I have stuck with Arch Linux in this project. I had heard some good things about it in forums, so I decided to try it for my server. Its very "OpenBSD-like" in its design. Not "secure by default", but there is nothing running to disable. I don't believe that it has grsec or W^X or anything like that patched into its default kernel, but my box isn't going to be that mission-critical, nor do I need that much security for a LAN party router.
But mostly I stuck with Linux because OpenBSD doesn't run the Steam Dedicated Server client (which is for linux). Maybe there's a way to hack it to run with OpenBSD, but it was another headache I didn't want to deal with. If anybody knows about this, I would be very appreciative of the knowledge.
I tried webmin. I didn't like it. I had no idea what kind of rules it would write. Also, webmin royally messed something up, because when I removed it, my kernel barfed all kinds of errors at boot, so I did a clean install to make sure it was all gone.
Quite frankly, I've gotten used to SSHelling into my box and manually writing the rules.
For dedicated router/firewall boxes, I use pfSense. I love the web interface, and creating rules makes sense. webmin made rule creation annoying. Writing IPTables rules by hand isnt all that difficult, now that I have a rudimentary grasp of how it works.
Thanks all for your input