Update Preferences Panel after using default write
Depends on whether you want to stick with shell, or use applescript. This applescript script gives you a popup for password:

do shell script "defaults write /Library/Preferences/com.apple.alf globalstate -int SomeInteger" with administrator privileges
tell application "System Events" to if (first application process whose name is "System Preferences") exists then
    tell application "System Preferences"
        quit
        delay 1
        activate
        set current pane to pane "com.apple.preference.security"
    end tell
    tell application process "System Preferences" to tell window 1 to tell tab group 1 to tell radio button "Firewall" to perform action "AXPress"
end if


In Terminal, it looks messy:

sudo defaults write /Library/Preferences/com.apple.alf globalstate -int SomeInteger; osascript -e 'tell application "System Events" to if (first application process whose name is "System Preferences") exists then' -e 'tell application "System Preferences"' -e 'quit' -e 'delay 1' -e 'activate' -e 'set current pane to pane "com.apple.preference.security"' -e 'end tell' -e 'tell application process "System Preferences" to tell window 1 to tell tab group 1 to tell radio button "Firewall" to perform action "AXPress"' -e 'end if'


Replace SomeInteger with a value.

Update:

set firewallState to do shell script "defaults read /Library/Preferences/com.apple.alf globalstate"

if firewallState is "1" then
    tell application "System Events" to display notification with title "Switching Firewall from This to That"
    set newState to "2"
end if

if firewallState is "2" then
    tell application "System Events" to display notification with title "Switching Firewall from That to This"
    set newState to "1"
end if

do shell script ("defaults write /Library/Preferences/com.apple.alf globalstate -int " &amp; newState) with administrator privileges

tell application "System Events" to if (first application process whose name is "System Preferences") exists then
    tell application "System Preferences"
        quit
        delay 1
        activate
        set current pane to pane "com.apple.preference.security"
    end tell
    tell application process "System Preferences" to tell window 1 to tell tab group 1 to tell radio button "Firewall" to perform action "AXPress"
end if