I run my website and mailserver on an ADSL line, plus DNS, CVS, shell access and firewalling. Once you get it up and running it's more or less hands-off. But getting to that point can be a huge PITA unless you've done it a number of times before. Like others here I recommend one of the standalone firewall/router boxes you can pick up for US$50 or so, US$120 if you want to also make it a wireless access point. Still build the Linux machine and have fun with it, but don't put pressure on yourself (and do something dumb security-wise) by having it be your only gateway.