Currently, there does not seem to be enough current data for a really good comprehensive unbiased review like you are looking for.
I needed this type of information about 2 years ago.
This was the closest I could get at the time:
http://www.spirit.com/cgi-new/report.pl?dbase=fw&function=view
Unfortunatly, this information is woefully out of date at this time.
Not to mention that many of the products you listed have recently changed their software (ISA for instance).
Many of the content filters you listed can be run in an inline mode as well so it may not be necessary to build it into the firewall unless you wanted to.
Personally, I have always prefered to have them separate. This way if the filter malfunctions, then the firewall will still be functional or vice-versa. Or one can be rebooted, while not interfering with the other.
Lastly, one thing to keep in mind is many of the products are appliance based, as opposed to running on a windows server.
Make sure to review your risk in regards to windows patching and possible OS vulnerabilities. You may want to break these down into appliance and non-appliance models.