I used to use Sygate myself... it never failed me. Wonderful firewall, so easy on system resources. I was just annoyed by asking me so many times to give permission for avast! update, even I gave permission 10 minutes ago... There are few long threads in this forums, where people reported that strange behaviour by Sygate... that was the only reason I uninstalled Sygate. If it wasn't for that little problem, I would probably still running Sygate on my machine...
Outpost is also great product, and it's also free (v1.0)
Regards !