My favorite in an order is
Private Firewall
Online Armor
Comodo
Outpost
I would of gone with Online Armor as my top choice but it wasnt compatible with a program on my system, and ive never gotten Comodo to score high on the Leak Test from them even with suggested settings to pass it.
Outpost Seemed a bit heavier than i wanted as i game on my laptop and like to use as little of resources as possible.
Private firewall did well in all that i tested. Ram usage was less than others, and it got better scores than Comodo and Outpost did in Leak Tests.