Simplest possible setup (NetBSD)

NetBSD from 2.0 - available via packages security/pflkm.

From NetBSD 3.0 on, PF is in the base system

Kernel configuration file:

pseudo-device  pf		# PF packet filter
pseudo-device  pflog		# PF log interface

/etc/rc.conf:

pf=YES 
pflogd=YES
NetBSD$ sudo modload /usr/lkm/pf.o; 

or

NetBSD$ sudo pfctl -e

NetBSD$ sudo /etc/rc.d/pf start ; sudo /etc/rc.d/pflogd start

in /etc/lkm.conf:

/usr/lkm/pf.o - - - - AFTERMOUNT