Hi Josh,
Guess what, all that info and much more is documented now here(Community
Documentation):
http://www.vyatta.com/twiki/bin/view/Community/CommunityDocumentation
More exactly within the article How to Create a VPN Site-to-Site IPsec
Tunnel Mode Connection Between a Vyatta OFR and an ISA 2006
Firewall(http://www.carbonwind.net/ISA/VyattaVPN/VyattaVPN.htm).
Regarding your question about setting an "IN" firewall instance on your
internal eth1 interface I would say yes, if you want security you should
enable Vyatta to perform stateful inspection.
And yes is you only allow HTTP the rest is implicitely denied(normal
behaviour of a firewall).
Also I would say that you should create an "IN" firewall instance on
your external eth0 interface.
Your "Local" firewall instance on your external eth0 interface does not
stop packets entering that interface destined to your internal
network(NAT also does not help here). If we play a little game with nmap
and send some packets with the destination the IP address of a host
behind Vyatta to the eth0 interface(simply telling the host on which we
run nmap that the respective IP address is accesible through Vyatta's
external IP address  by adding a route), and you monitor with Wireshark
that internal host you will see the packets sent by nmap reaching it.
This "IN" firewall instance should allow the returning traffic. For
example you need to allow HTTP traffic:
set firewall name exttoint rule 10 action accept
set firewall name exttoint rule 10 protocol tcp
set firewall name exttoint rule 10 destination network "your internal
network"
set firewall name exttoint rule 10 state established enable
set firewall name exttoint rule 10 state related enable
set firewall name exttoint rule 10 state invalid disable
set firewall name exttoint rule 10 source port-number 80
As said before by adding this rule all other traffic entering this
interface will be implicitely denied. So you need to add rules for
returning DNS traffic...
Try not to confuse the "IN" and "Local" firewall instances.
The "IN" firewall instance addresses traffic entering the interface and
the "Local" firewall instance addresses traffic destined to Vyatta
itself on that interface(altough this traffic is "entering" the
interface, the two instance do not overlap, or at least I did not
noticed that). 
If you want to gain more security you can setup an "OUT" firewall
instance too. For example HTTP traffic is entering interface eth1 and
exits on interface eth0.
About the nightmare I think you want a wizard which would create all
these for you automatically in background, say allowing HTTP from
Internal to External.
Allowing everything from Internal to External is easy but not secure.
Best,
Adrian

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