It includes the equivalent of fail2ban, manages iptables, watches log files, can email on failed logins, processes gone mad, and a few other things through a very simple config file.
It's that simplicity of the config file that I like, it means I can hand it to someone and know that they're unlikely to break something due to misconfiguration or failure to actually apply something.
This is on top of obvious things like running ssh on a non-default port, turning off password auth and restricting ssh to named users only (never root).
The install script is easy enough: http://www.configserver.com/free/csf/install.txt so it's really the case that I can do whatever work I'm doing for someone (hello Wordpress) and this can be my simple security solution which at least means I'm sure that I haven't left every window open.