Alliteration aside, the most popular firewall program I see recommended on this site, outside of the one built into Windows, is Comodo Firewall. While there is certainly nothing at all wrong with it, if you are looking to explore alternatives then PC Tools Firewall Plus is worth a look.
PC Tools Firewall Plus is advanced technology designed especially for people, not just experts. Powerful prevention against attacks and known exploits is activated by default while experienced users can optionally create their own advanced packet filtering rules, including IPv6 support, to customize the network defenses. All you need to do is install it for immediate and automatic ongoing protection.
Basically, everything you would expect to find in a firewall package is there. I imagine the difference between Comodo and PC Tools Firewall Plus would be small if any, so it would boil down to personal preference.
Has anyone tried both and if so, which one did you prefer?

Jason Faulkner is the man who brings you our daily tips. He is based in Atlanta, Georgia.
Hi Jason,
Thanks for the mention of the link.
I am the webmaster and sole author of the Internet Security Blog.
I have tried both. I had Comodo Firewall installed first and then switched to PC Tools. Everything was fine with Comodo no network problems etc. When I switched to PC Tools I had nothing but problems. Internet was going on and off and everything. I’ll stay with Comodo.
Thanks, Jason, for the heads-up on the PC Tools FW. I’ll check it out.
I ran Comodo’s 64-bit firewall for about a year. It’s a very robust firewall with an amazing degree of features. It’s also very user-intensive, much more so than any other firewall I have used. I would still be using it if it were more reliable, i.e., didn’t get corrupted on a regular basis.
The typical scenario would be a computer on my network would suddenly be unable to reach a printer hosted on the machine with Comodo. I’d check this and that, even shut down Comodo and no joy. I would have to uninstall Comodo to restore network printing. Then I would reinstall it and everything would be fine… for a while, until it corrupted again. That got a little tiresome.
This was the only issue I had with it and if you’re not on a network it may function fine. It is an effective firewall.
Ghostwall isn’t bad, either, for a free firewall.