Comodo firewall v5.12 works extremely good together with Avast 7, although a few things should be taken into account.
1) CFW will only work 100% on Win XP. On Win 7 you must disable the Avast webshield.
2) Read the Comodo forum first, if you consider installing the new CFW version 6, then you probably won't.
This said, CFW v5.12 is in my opinion the absolute best firewall, although the learning curve is rather long....