If you decide to try Sygate, be sure you understand what the "Sygate proxy hole" is and have plans to deal with it. Avast! is one of the local proxies that is affected by the problem, and Sygate never fixed it. You can find out more from Google, but Sygate essentially allows any process to access the internet through ashwebsv.exe or ashmaisv.exe without asking for permission. Other firewalls often use a HIPS or check parent/child relationships to plug the hole.
