
First of all there are access routers/firewalls for the small office or home (SOHO). These are like 2Wire, NETGEAR, and Linksys (Cisco). Then there are small to medium business (SMB) firewall appliances such as Watchguard, Sonicwall, Symantec and Gajshield.
There are 19 enterprise firewalls that are either software only such as Check Point or appliance such as Juniper or Cisco.
There are also specialty firewalls that are for protecting particular protocols. Web Application Firewalls are offered by eight companies including Netcontinuum, DenyAll, Citrix (Teros), and F5. While many would argue that these are not gateway firewalls I believe they eventually will add layer 2 firewalling. There is a firewall from Sage-Inc. for protecting SCADA networks. There is a firewall from Ingate for controlling SIP (the SIParator). There are email firewalls. There is even an X25 firewall.
My point is even the oldest segment of the security market, firewalls, is not consolidated. The auto industry is consolidated. You can buy a lawn mower made by the same company that makes race cars, passenger cars, SUVs, trucks, and motorcycles. In security if you have a special need you have to go to a special company. That is not a bad thing because the needs are changing so rapidly thanks to the change in technology deployment (SOA, and now Web 2.0 most recently) coupled with the change in the threatscape (phishing, spyware, DDoS).