I use Norton Personal Firewall. I heard Sygate PersonalFirewall is good for freeware, and also Blackice defender.
Zone Alarm is by far the best freeware I have tried. I find Norton the best overall though.
System: Intel Core 2 e6600 @ 3.6ghz (450*8) @ 1.475v | Koolance Exos 2 Water Cooler | 4096Mb Mushkin ASCENT 8500 @ 2.1v @ 1160Mhz| Asus P5k Deluxe P35 'bearlake' 804bios | PC Power & Cooling Silencer 850W| BFG 8800GT OC2 675Mhz | 150GB WD Raptor X | Seagate Barracuda 250GB SATA | Lian Li V2000 PC2 Case | Pioneer DL Burner | Creative Sound Blaster X-FI FATAL1TY FPS | Dell 2707WFP 27" LCD | Windows Vista Ultimate | Sennheiser HD-590 Prestige/Sennheiser HD-650 Headphones w/ Emmeline Hornet Amp | Razer Deathadder | Razer tarantula Keyboard |