So I used comodo for a long time and I think that it is an awesome piece of software, however it does slow down the system quite a bit and I am seeing that there are slight bugs in the software that could be patched up.
After that I moved on to Online Armor just to test it out and I really liked it at first but there was a huge problem for it, it was that my VPN just would not connect, I found out that this was due the ports being blocked by OA and in the free version there isn't much configuration so I couldn't open the port, I just ditched it entirely.
And now we talk about where I currently am, which is just using the in-build windows firewall working with my Avira antivirus. So far it has been very good, no issues with any software of VPN or anything else. Using Avira helps to enhance the Windows Firewall and I think I am happy with that.