A nice thing about running pfsense virtualized.
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For awhile now, running 2.0 under ESXi (along with several other appliances.) One handy thing: a couple of times, I've needed to update the firmware and/or make a significant config change. More than once in the past, I've had the update/change not go well, and backing out was a bit of a PITA (having to restore the old firmware, config, etc…) In this case it is easy: shutdown pfsense, snapshot the VM in the ESXi management client, power on pfsense, update the firmware/etc, reboot pfsense. If everything goes well, after a couple of days, I delete the snapshot. If something pooches, and I need to revert, power off pfsense, revert to the snapshot I took before the changes, power on pfsense, and voila :) Dunno what similar tricks are available to other types, such as virtualbox, proxmox, etc...
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Yes, snapshotting is a big bonus. Though you can snapshot while a VM is running even, iirc. I know I can in workstation and it works fine.
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Oh, sure. Hot snaps. I've done that too (when upgrading my ubuntu server). I don't bother in the pfsense case, since the firmware upgrade requires a reboot anyway, and a hot snap is a lot slower (at least given that I have 1GB RAM that it needs to snapshot), versus the cold snap which is 1-2 seconds tops.