It all depends on how you are set up really. And that is only at the routing side of your modem/router. Local security software on the system can get in the way (firewalls, internet security suites, etc.). I've never set up port forwarding or a DMZ on my routers to get FFXI to work (and no, I don't us PnP port mapping either), and I've gone through a Blitzz, Dlink, Ativa (rebranded Belkin), and am currently using a Linksys. Guess I've been lucky and NAT hasn't had any problems for me so far. Anytime I've had anything get blocked--it has been software on the PC getting in the way.
Sometimes you have to set up the forwarding though under certain circumstances, and is one of the first things on the list to try if you can't find anything getting blocked locally on your system.
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Yeah, I have a Cisco router at work that is locked down. I never bothered trying to get around it, because I read a post by an SE rep saying that you needed to open some huge array of ports that no sane person would ever open on an enterprise network. It's been like 5 years since I read that though, maybe they changed it?
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