Like Technie101 said,
if you really want something simple use ZA (free or pro) there one of the best choises. They already have proven stability and flawless work.
If you want something rulebased (with high learning curve) try Outpost, Kerio, sygate etc...
Do keep in mind, that setting up a rulebased firewall badly, can open your system even more than without FW at all. So make sure about the things you do.
If you like something fancy and new & easy > give Omniquad a go.
Offcourse the program is so new, it's hardly tested. Although this doesn't mean anything > it something you must keep in mind also.
Waldo