I use PC Tools "Threatfire" together with Avast 4.8.
Threatfire is solely heuristic if I understand the program correctly (and free.)
My Firewall is Comodo (of course ) They all seem to get on well together.
I don't know much about heuristic, but my friends who use Avira (and some use PCMAV a local antivirus) sometimes complaint me they found number of viruses over my UFD (portable drives), I scan using avast, found nothing, they scan again there are still the same numbers exist.
I usually said to them, are you sure they are viruses? Even the generic name smeel suspicious. At the end the same files no longer detected as a virus after they update their AV couples of time. I just don't understand why bother with that kind of stuffs if we have a better detection with lower false positif detection?
He he, personaly, I prefer outpost firewall than comodo (they both have free version), of course I have my own reason