Comodo free firewall...
is all the software firewall you will need. With Defense+ enabled it is about the most bullet proof firewall for newbies that there is. Some folks think it is too noisy, but Comodo continually improves this and makes it smarter to harmless processes.
You could become a geek and configure monowall or some other really good firewall to do just as good a job, but why bust your chops when something like this is available?
I've tested Comodo in my honey pot lab for years and it is as bullet proof as it gets.
If you have a small enterprise or SMB, I used to recommend the very economical Z100G by CheckPoint, but they dropped this very cheap product unfortunately. If you can find one on ebay for cheap, jump on it, because they still support it. My sister gets full anti-spam and anti-virus steaming protection, and firmware support for around $70 a year(so far). Otherwise you may have to search the plethora of good alternatives by Barracuda, SonicWALL, Safe@Office(CheckPoint), ZyXEL, etc, etc,