Does anyone have a recommended step-by-step for configuring a watchguard xtm for all of SBS 2003's services (e.g. Exchange, OWA, PPTP, SharePoint, Remote Web, Active Sync, etc)?
You can use the WIZARD provided by the appliance, either through the Manager or the Web interface. Just use the predefined filters already in-place. For the destination, assuming you have a NAT behind the watchguard, just use SNAT definition pointing to your internal SBS 2003 IP. As well, PDF manual shipped with the device, or downloaded from the document section also will provide you with the examples for configuration.