I think OpenBSD is very good Unix distribution. It is secure, easy to maintain and free. I like it because of its security model, and I find it as very convenient and excellent choice for various networks servers firewall, dns , loadbalancer, etc.
At below link you can find presentation I gave on this topic, it is related to how to build HA firewall using OpenBSD and its tools : CARP and PF
Presentation is under Creative common license
In some of my future blog posts I will write detailed howto, how to set up HA firewall, where I am going to describe hardware requirements, and step by step software configuration