Untangle is good but not as good as Pf, Its a lot heavier on resources and doesnt seem as intuitive.
We have Pfsense on 3 different SSID's and on three different VLANS, the problem is that if you use the standard user manager in the Wb GUI then the same user can authenticate on any of the SSID's... not always desirable, but if you go to packages and install FreeRadius you can use that as the authentication for captive portal instead and can set RADIUS to listen to a certain Interface / MAC address and if you do it right If you have different VLANS tied to different SSID's you can get the authentication to work separately on each different SSID.
PfSense can also act as an 802.1x server so it will drop you onto the right VLAN once you authenticate making locking things down alot easier.
Pf also has the DG and Squid proxy for filtering (again in the packages) just click add package and configure. I have used DG and Squid on Pfsense before, the joy is you get a nice Web GUI.
PfSense supports SSL also. I'd urge people to build a pfsense box and have a play... you'll be pleasently surprised at how powerful it is, I was also watching a DefCon vid the other night, some guys where trying to hack into enterprise level routers and got into some of them using back doors, all of a sudden one guy said something about they have never yet gotten into a PfSense router as they are so secure!, added bonus!
And as I say we've got this up & running in a few hotspots around the city, with the captive portal page being fully customizable it works great! It's so easy to manage that we have non-admin staff able to manage the basic aspects of adding users to captive portal if they need to, any problems because openvpn comes with PfSense we just VPN in an solve any issues.