I use Look n Stop and just updated to the newest version 2.05 and love it. It runs with Avast! without a problem. I recommend it over any firewall I’ve tried, and I’ve probably tried most of them. A big plus is the tiny footprint and that it’s low on resources.
I use Look n Stop pay version. The Lite (free) has problems with some XP machines, including mine. On others, it seems to work OK.