Yes, I used Private Firewall...Filseclab, Online Armour, Outpost, Ashampoo, Sygate, and Comodo...I now use Windows XP firewall only..with Spywareblaster Spybot, and Avast and have no issues with these 3 ....I found that when using a Commercial Firewall and not the XP one, my computer has lots of issues, and alot of services in the Event viewer stop working and after awhile mess up my system...So I decided to just stick with XP Firewal and if I go on Wireless Comercially I set it to "DO not allow Exceptions"
But in my searches for the right firewall I found out that Filseclab Firewall Private Firewall, Outpost Firewall, and Comodo without the anti virus and comodo spyware protection all go along good with Avast....I found that the Avast Custom Scan when set to scan auto start programs catches Online Armor 3 or 4 exe files and marks them as a threat in my case autumatically put in the Virus Chest... Private Firewall was OK but after awhile alot of my services through time didn't work and got worse after a few weeks....Comodo in my opinion is the best pssible protection but it takes too long to learn my habits and constantly blocks programs....I guess If I had to have one and stick with it I would definately go with Outpost Firewall...It is low on resources and learns quickly, doesn't constantly ask you, and is more simplified....For now my comp is running excellent with just the Windows XP Firewall, with No Issues whatsoever...Hope I was of help and Good Luck...