Yep, I used to work for a company that do network security, when we'd g out to clients networks to run checks on their networks Retina would be my weapon of choice, a lot of the other guys use it to.
There is no single definate solution, you need to combine Retina with nmap, do some external scans, do scans from your machine.
Have a gander at
http://www.grc.com/default.htm for gibsons shields up, thats a good quick test, but as well as firewalling you need to make sure your machine is secure (software vurnaribility wise).