Well, I just got done shaking down Privatefirewall and I absolutely love it. I am running with max. settings on everything and nothing inbound or outbound gets through. Once properly trained, the only alerts I get are for truly suspicious stuff. The thing I like best is the processes detected log. Every sniffer, write protected reg.,manipulate protected storage, open process/thread entry is there for analysis.
There are a few bugs in it like a few borked firewall rules but nothing earth shattering.