Whilst the windows XP firewall is usually good at keeping your ports stealthed (hidden) it provides no outbound protection and you should consider a third party firewall.
Any malware that manages to get past your defences will have free reign to connect to the internet to either download more of the same, pass your personal data (user names, passwords, keylogger retrieved data, etc.) or open a backdoor to your computer, so outbound protection is essential.
The only other provider I would say you should have running is the Internet Mail provider. Any other avast providers are based on your specific requirements, if you don't use P2P or IM programs you don't need those providers, if you don't use MS Outlook (not express) you don't need the Outlook/Exchange provider (which is usually disabled by default).
What email program do you use and how do you read your email, e.g. do you use your browser to connect and read (web based email) or download with your email program and read it with that (pop3 email) ?
Zone Alarm free
http://www.zonelabs.com works fine with avast and has a reasonably friendly user interface. There are others, Jetico, comodo, Sunbelt Kerio, etc.
See some firewall tests for comparison, some are freeware but many are paid for versions
http://www.firewallleaktester.com/tests.php. Also see
http://www.thefreecountry.com/security/firewalls.shtml
