ISA Server 2004 adds a whole new dimension to network security. Policies are now set up for the internal network as well as the external network. You can have separate policies for which ports and services the internal users can access from those that the external users or branch office users can access. Add to the network quarantine, SSL Bridging and all of the power you get from Active Directory and you have a killer firewall product like no other.
ISA 2004 interactive training is here. Visit http://www.isa2004training.com. I've also added this site to the links list for future reference.
There are 5 preset scenarios and a free form training environment. You'll need to login with your .net passport to get access to them.