I'm running a dell poweredge 2950 for virtualization (ESXi 5), and an old (Pentium 3? Might be an old Athlon XP) with pfsense. Had no issues with pfsense, easy to set up and has some cool packages to fiddle around with.
Having said that, i've had issues using USB wifi adapters (realtech, have not tried the alfa yet) in pfsense - Mostly causing crashes and requiring a hard reboot. I've heard of good things using supported hardware ( http://doc.pfsense.org/index.php/Supported_Wireless_Cards ), but have never done so myself.
I personally have the vendor supplied modem doing it's thing, which is then hooked up over ethernet to my pfsense firewall.