The best Firewall is the one that runs on your computer without causing any problems.
You should try them all such as Comodo, On Line Armor.PC Tools,etc,etc,etc and only then will you know which is the best for you.
I have tried them all and finished up using the Windows 7 firewall (2 way) and Avast Free.This for me is the best combination.
On my XP computer i use Avast Free and the Windows firewall (1 way only) and never had any problems or nasties in 5 years.
You must of course be mindful of where you go and be very careful of email attachments.
Regards