I tried a lot of “appliance” but the most of them are not appliance. Always the same stuff, they virtualize a server and call it virtual appliance. There is no menu to configure the network and so on. Just an virtual machine with an full OS and an application.
A real virtual appliance has an OS called JeOS (Just enough operating system). There are some JeOS available, for example Ubuntu JeOS or Suse Enterprise JeOS. Next point is an console menu to be able to configure the network in an easy way. The last feature would be an web interface which provides functionalities to start/stop, backup, update processes and the whole appliance.
A very good example for real virtual appliances is Turnkeylinux. The have a lot of different appliances in there portfolio and the best is that they are free.
If you have experiences with virtual appliances like Turnkeylinux, please do not hesitate to write some words as comment.