Yeah, not only do you pay out the nose for a router, you then have to log into sonicwall's online service and buy an annual license just to make it keep working (referring to just the bare router part). Heaven forbid you want it to do anything listed in the marketing/advertising that you probably based your decision on. The licenses can easily cost a couple grand per year, not to mention all the issues these things have.
Now, to answer your question why CG's love these things:
1) It's an Appliance! It MUST be better then a software solution running on a server!
2) It's Commercial! So now we can have all these lovely misconceptions that they secretly have thousands of engineer's designing the software on this thing for trouble-free operation and hardened security!
3) It's cheaper the competence! Too much faith is put into these magic boxes in my opinion. Time should be spend correctly hardening your network instead of just relying on a high-dollar router to do it for you. Nothing replaces a little foreplanning!
Sorry if I seem biased. I have had long nasty bouts with SonicWalls. Other then some of the management bells and whistles (see rule #3) they really are junk. In their effort to secure your network they will break half the protocols out there. Their spam filtering is also not that strong or able to handle much load.
And I wont even start on the really whacky stuff like what happens when you push VoIP/SIP through it
