I still think Sygate has the best personal firewall. There used to be a free version, but like so many good apps, it disappeared into the massive sucking void of Symantec. There is still a paid version for $39.
I've been using Commodo for the last couple weeks, and it makes Vista's UAC look like a slacker by comparison. While it's very informative, I really don't need to know when every program I use wants to access the keyboard, or every obscure dll on my system.