a good external box should be designed to be set and forget, anyone with a linux/bsd based firewall appliance can attest to that

Mine takes 15-20 minutes to install and configure, and I only have to remote into it on occasion to check up on it. The average amount of time spent remotely accessing is about 3 minutes a fortnight, just to check the logs for attack patterns and make sure it's all updated..
As for backdoors - all non-requested incoming traffic is blocked, very simple
spyware - Again, properly configured an external box will deal to most spyware, and spybot can deal with the rest
And by the way, NAT isnt an entirely effective layer of security, so dont depend on it