Hello Yinyang4evry1,
They are more or less equal. It is what suits you best. With an additional program (free) you can log whatever ZA does. Eddy is right in this respect that software firewalls can be taken out by certain malware. Libpcap traffic goes right underneath the software firewall, it cannot be seen by the software firewalls. A hardware software solution is better in this respect.
Want to turn your comp into Fort Knox. Follow this recipee take an old small Win comp strip it and install a Open Source firewall there on Linux as a first line of defense, there is very good Swiss software for this. Yyou can twweak and tune this portal to your likings, even with sunrouting installs, a clever hacker who could put a finger through there, when you are sitting behind this.
greets,
polonus