Free firewalls are better than their paid-for cousins. That is the surprising conclusion of a test of desktop firewalls by security researchers. Researchers at David Matousec’s matousec.com carried out tests on 21 leading products using 26 assessment programs known as “leak” testers. These simulated a total of 77 test attacks on firewalls, configured using both out-of-the-box and optimal security settings. Each firewall was then awarded points based on its ability to pass each leak test in both modes. The only two products to achieve a rating of “excellent” turned out to be free-to-use software, the Comodo Personal Firewall v2.3, and the Jetico Personal Firewall v2.0 beta. They scored, respectively, 9,350 and 9,125 points out of a possible total of 9,625, leaving the nearest rivals some way behind. Surprisingly, paying for a product did not seem to make any difference to its ability to stop attacks – the rest of the results spread the two categories fairly evenly about the scoring. Some paid-for products turned in awful scores.
I’m currently very happy with my Comodo Firewall. It works perfectly 
Me too, using the last beta 8)