I've just upgraded my Sophos UTM 9 firewall to the newly released Sophos XG; this is a free upgrade for those that have been running a UTM with the Home License and thankfully removes the 50 device limit.
The best part is this time there is no messing around with UNetbootin or Rufus to convert the ISO image to something that can be USB booted; all it needed was a dd write and done.
So, on a Mac:
Work out which drive your USB stick is on
diskutil unmountDisk /dev/disk3 (replacing this obviously)
sudo dd if=./SW-SFOS_15.01.0-376.iso of=/dev/disk3 bs=1m
276+0 records in
276+0 records out
289406976 bytes transferred in 220.163896 secs (1314507 bytes/sec)
diskutil eject /dev/disk3
Boot the hardware - answer the prompt to allow it to overwrite the existing drive. Wait!
Connect a crossover cable between your PC and the internal nic on the device; you'll find this means the PC gets an IP in the 172.16.16.X block.
Open a browser to https://172.16.16.16:4444; login with admin / admin.
Accept the EULA; if you are upgrading select the upgrading from UTM9 option and provide your license file. Otherwise enter the Serial Number Sophos will have sent you. I had problems here, and couldn't get the "upgrade" route to work, and ended up having to get a new Home usage serial for the XG.
Hit Activate Device - note that you need the WAN link connected to a valid external internet connection for this process to work.
And thats it - you now have a working XG!