UFW us the default firewall for Ubuntu.
I'm not sure I understand your problem/requirements. Are you looking for firewall software to run on an Ubuntu Server, or are you looking to build a firewall appliance based on Ubuntu Server?
I usually recommend a dedicated firewall appliance, which frees resources from the other computers on the networks. Mine is a P4 computer running Smoothwall Express, though there are many others such as m0n0wall and ClearOS.