From my experience Sonicwalls work great with almost anything you just have to tweak the settings a little.
I have run the following successfully:
cisco pix-> sonicwall Pro 2040 & Sonicwall TZ170
Cisco Border router -> Sonicwall pro 2040 & Sonicwall TZ170
watchguard core -> Sonicwall Pro 2040 & Sonicwall TZ170
Sonicwall TZ170 -> Sonicwall pro 2040
and other misc connections...
Sonicwall support is great but you really have to go straight to tier 2 support to get anywhere. the web interface makes it really easy to manage\troubleshoot.
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