Originally Posted by onlooker
Enable the firewall. Restart your computer and try to surf the web without opening any ports. It wont work - Mine didn't.
Are we talking about the same things here? If you enable the firewall that is built into the Sharing System Preference then you can surf, FTP, send and receive email. It doesn't block TCP requests from your computer. It will block unsolicited requests from the outside world trying to access your computer. If I understand correctly, if you go to a web site that issues a cookie or interacts with a database, then that is a request from your computer and it will be allowed by the system firewall.
There are firewalls, third party software, built-in to the OS X Server and hardware that if they are fully activated you are dead in the water.