IM can be another attack vector into your network, and while there are dedicated solutions to block or monitor IM connections, it would be nice to incorporate IM protection when you deploy your UTM solution. However, this is still the hairy edge for the UTM world, and many vendors are still improving their products. Some products are better than others at blocking particular IM vendors. A good place to start on understanding these issues is to read IBM's PDF white paper here.
9. Do you frequently get emails with large (greater than 200 MB) attachments?
Most of the UTM products have an option to configure the maximum attachment file size: anything bigger is either blocked or automatically allowed through. If your users get frequent large attachments that are work-related (as opposed to downloading video and music files), you'll want to use Sonicwall, Secure Computing, or Astaro's UTM box, as these offer the most flexibility.
10 . Do you need extensive Web applications protection?
CheckPoint, Sonicwall, Juniper, and Secure Computing all offer protection mechanisms for blocking common Web server attacks such as cross-site scripting and SQL injection. If your company's Web servers are in remote locations or behind your corporate firewall, or if you are planning on setting up a new Web server on an unprotected network, then you need this feature.
As you can see, there is a lot under the covers to consider before you buy your UTM device, and many factors to weigh before you can match the appropriate product to your needs.