pfSense and OPNsense are both open source, GPL-licensed. As long as you're using them for personal/educational/etc. use, you don't need to pay anything for it. Netgate is a commercial product that uses pfSense as their firmware on their own routers. The benefit of Netgate is you get their support and expertise whenever needed when you buy their products.
There's enough info out on the web and in pfSense/OPNSense documentation to set them up from start to finish, though some things like firewall rules, port forwarding, and more complex setups you have to more or less figure out on your own or through trial and error. I definitely locked myself out of the OPNsense web UI accidentally a couple of times (by removing firewall rules I thought were garbage), but it's so easy to simply reboot the router and revert to a backup (the config gets backed up after every change) that it only took seconds to undo any wrongful changes I made. While OPNsense (and pfSense for that matter) are more complicated to configure, they're vastly more stable and loaded with more features than just about anything off-the-shelf. Smokey613 is right-on...can definitely end up down the rabbit's hole pretty fast with the amount of configuration available...it's overwhelming at times. I chose OPNSense because it's somewhat dumbed-down from pfSense, and allegedly somewhat easier to configure. OPNsense is simply a fork release of pfSense and I am so far pretty impressed with the UI, amount of updates, and the number of 1-click options available in the UI (such as updating with the click of a button).