1) Do a nmap from outside your firewall to see what's open.
2) Even with dialup, you still need some kind of network protection. (After all, PPP, actually puts your machine on the 'net with its own, albeit temporary, IP address.)
3) You can always run another machine behind the firewall as a bridge to add another layer of "security." (This gives you a sort of pseudo-DMZ, but I'm not really fond of this approach, myself).
As an alternative to a commercial router, you could always use an old (cheap) PC with Linux or some other free OS as a firewall/router. I'm currently using a white box 300 MHz AMD K6 machine with 2 NICs. Prior to that, I used a Pentium 100 for about 4 years as my DSL router/firewall. It doesn't really take much processor power to route packets from one NIC to another and to drop packets based on certain criteria. I use OpenBSD as the OS on this router.
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