ZAP
ZoneAlarmPro, its the best I've ever used. I had McAfee Firewall before, but it got too complicated. ZAP's been updated to work with SP2, so no compatibility issues or anything there now. In fact, it automatically turns off Windows Firewall when its running, so you can rest easy about that long list of programs that dont work well with Windows Firewall. Not to mention the fact that ZAP has a good ad and animation blocker, mobile code blocker, identity and privacy protection and a minimum interference GUI, and that too, neatly categorized, you cant go wrong with it. Try it and see.