The SX41 looks pretty much like Linksys' other 4 port routers. All indicators, including Link/Activity, Full Duplex/Collision, and 100Mbps for each of the four LAN ports are on the front. A closer look at the front panel, however, reveals a few subtle differences. The WAN port gets the same three LEDs as the WAN ports, which means that the WAN port is 10/100Mbps auto-sensing. In addition to the usual Power and Diag lights, there's also a DMZ light that indicates when you enable this feature (more later).
All four switched 10/100 LAN ports are on the rear panel, along with the 10/100 WAN port, power socket, and Reset / Reset-to-Factory button. You won't find a Normal/Uplink switch or shared Uplink port because all the SX's ports are auto MDI / MDI-X. This means they'll figure out how to connect to whatever you plug in, and whether you use a Normal or Crossover cable, too.
You don't get any cables, but you do get a printed "Fast Start" poster, and CD. The CD has a PDF copy of the User Guide, Router Setup Wizard, and Adobe Acrobat installer. It appears that Linksys has jettisoned the "Tech Helper" application in favor of the Router Setup Wizard (more in the Setup section), and taken a step back by not providing a printed User Guide.
By the way, the SX41 is bucking the trend of many of the latest round of inexpensive routers and using the Conexant CX82100 single-chip ARM940T-based processor, instead of the ADMtek 5106 Home Gateway Controller. We'll see later on that it looks like Linksys got themselves one hot little CPU!