I like gShield because it is simple to use and it has the configuration broken out into several easy to modify files. The main configuration file is gShield.conf and you should read through this one for each installation you do. The rest of the files are usually good as is.
I do usually make a few changes when I install gShield:
mkdir /etc/firewalls
mv gShield-2.8.tgz /etc/firewalls
cd /etc/firewalls
tar -xzvf - gShield-2.8.tgz
cd /etc
ln -s firewalls/gShield-2.8 firewall
cd /etc/init.d
ln -s ../firewall/gShield.rc firewall
For INTIF and LOCALIF, the proper response is eth0 and eth1.
On occasion I do the following automatic junk to keep me from having the wrong NICs set up:
INTIF="`for X in \`cat /etc/modules.conf | grep -v ^# | grep eth | awk '{print $2}'\`; do ifconfig $X | grep inet | grep 172\.48\.0\.1 >/dev/null && echo $X; done`"
LOCALIF="`for X in \`cat /etc/modules.conf | grep -v ^# | grep eth | awk '{print $2}'\`; do ifconfig $X | grep inet | grep 16\.100\.243\.255 >/dev/null && echo $X; done`"
Also if you put this firewall between 2 private networks, then you need to correctly set up the configuration files for NATS and reserved_addresses.