ZoneAlarm works just great here, and many avast! users are very, very happy how those two works together. Privacy issue (only in ZA Pro) with avast!'s web shield seems so small comparing to all those problems found with other firewalls… search these forums for topics regarding Sygate problems, as well as Outpost issues… by the way, Outpost is sooo outdated, I wouldn’t recommend it.
See here (just one of many threads dealing with Sygate’s issue):
Also, if you don’t have one already, it would be great to install a hardware router/firewall as well. Together with avast! and some good software firewall, you’ll be pretty safe.
Although I use Outpost pro, there are many freeware firewalls out there and there have been a number of threads on this subject Zone Alarm free is good for the novice firewall user. The user interface is relatively friendly and not complex like some others.