Sonicwalls have a comparable feature set for hardware and basic networking, but also add the ability to do some UTM on the device - things like content filtering, antivirus, etc. for traffic passing through. There's nothing comparable that I've ever heard of on the Mikrotiks.
In fairness, I believe these are subscription based services on the sonicwall (at least it was when I had a sonicwall). The same features would normally be implemented in different devices, and could still be with a mikrotik.
And I don't see a reason why something couldn't be done on the mikrotik - either natively with some scripting, or by making use of the meta-router functionality (a linux vm running on the router which you can pass traffic too and have advanced stuff done)
They are not rock-solid routers and frequently ship buggy releases, especially if you are using advanced features or their wireless offerings. They are great, they have a ton of powerful features, but don't use them unless you plan to spend time maintaining them and learning a lot about them.
Manipulating their firewall rules is also a really cool way to intro yourself to iptables concepts.
I felt like a total asshole telling this client we needed to shell out another few hundred bones. Then the thing ran like shit (need a lot of rebooting) and we replaced it after 9 months.
Haven't looked at their garbage since.
Many WISP's use Ubiquiti wiresless equipment paired with Mikrotik's on the back end.
I recommend attending one of their conferences if you ever get the chance. In the US, they usually have one annually in Las Vegas[1] (a lot of fun!, and they have one coming up soon in October). They also do conferences around the world[2].
It's been a few years since I attended one, but they used to (and might still) give out free products at the conferences. Usually it was a free sample of one of their new products. For example, I got an original UniFi device when they launched that product line. Installed it at home (way overkill for a small house!), and it's still working perfectly all these years later (has to be close to 5-6 years).
Ubiquiti's conferences are a lot less expensive than the Mikrotik MUM's (conferences), although Mikrotik's offer a lot of training and what-not as well as normal conference talks.
[1] http://community.ubnt.com/t5/Ubiquiti-Events-and-Conferences...
[2] http://community.ubnt.com/t5/Ubiquiti-Events-and-Conferences...
In contrast, we bought a whole bunch of Mikrotik's RouterBoards, they're really inexpensive and come with really powerful features that you don't need to pay extra for. We're starting to deploy them everywhere and we'll eventually phase out the shitty Sonicwall.