If your talking about a personal firewall here, then I would say the Windows Firewall does the job. Look at it this way - a hacker ain't interested in your personal documents or spreadsheets, he's after the big fish. My computer contains stuff that would probably not interest anyone but myself. If however your pc contains critical data, yeah by all means secure it with a better firewall, but otherwise, its a waste of time.
I prefer third party firewalls myself, if you know what I mean. :)
I was researching firewalls a while ago having used Tiny Personal Firewall for some time and wondering whether I needed to upgrade or not. I was pleasantly surprised to find the TPF was considered the best at the time, so I have stuck with it since with no complaints. The free version is still available if you have a hunt around, or the current commercial versions now trade under the name of Kerio.
If your talking about a personal firewall here, then I would say the Windows Firewall does the job
From what I've read the Windows firewall, only works in one direction, to prevent people getting in. While ZoneAlarm also stops programs sending information to the internet, which would stop keyloggers etc.
Here is something that people might like.There is a program out there called deepfeeze, which when installed you can freeze up/lock the data on your system so that when viruses come in and do there work, all you have to do is turn off your system and restart it....the virus is gone and everthing works like it did before because deep freeze prevents writing to the hdd, unless you unlock it, and for hackers...good luck at trying to break the program because its virtually impossible....thought id tell you folks that..take care