I have been using pfSense as a virtual firewall for a long time and it has been great. Having a Proxmox cluster allows me to migrate machines when I need to perform maintenance and for example reboot my Proxmox node. I dont’ have any shared storage (with enough performance to be of any use) for my VMs and containers, but I found that I can still live migrate machines from one node to another - it just takes a while.
This is all pretty standard for virtualization, but it has just been really easy to set up in Proxmox. And it just works.
I just really love that I can live migrate my pfSense firewall to another node only dropping one ping!