Hi HuXiaofeng, you wrote:

> Build a secure firewall needs the mixture use of packet filters and
> application gateways.

and a audit tool to check the work of your firewall !

> Since Linux has implemented the packet filter,my task
> is to write an application gateway.It's not a easy work,isn't it?I plan to
> begin with a certain existing firewall as a model,and adding the needed
> functions to it.

i use Linux at all
 
ipfwadm       for the packet-filter-rules,
rinetd        for application proxy,
masquerading  for outgoing traffic and
sniffit with my own filter-plugin for auditing

> I would be most grateful if you could answer the following questions:
> 
> What functions and features most application gateways have,and what's the
> trends in it?

if the firewall have many feature, it is possible to have many bugs within
features. ;-)
if you need a feature, search for a good product for this feature. 
 
> Which existing firewall would be the best one to beging with?

i only use security software which a can see the source.
all other software are Trojan-horse. ;-)

 

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