Third-party firewalls are becoming obsolete on newer Windows, unless you are still using Windows XP there will no real advantages to using them. Why do you think that all of the third-party software vendors are moving to security suites? because they know that newer Windows has an excellent firewall and adding network drivers are more likely to cause problems and slow down network speed.
AVG, Avira and 360 Security have already integrated with Windows Firewall on their security suites and removed their own firewalls to make their products more compatible with newer Windows. Comodo, ZoneAlarm and Emsisoft still use their own firewalls in their security suites but are not trying to push their stand-alone firewall products. Some are actually trying to phase them out. Eventually more security software vendors will do the same to make their products more compatible since they will need to keep market shares. On Windows 8 for example, the majority of problems users experience is caused by third-party security products mainly network firewall drivers. In the future there probably will be no more third-party firewalls available except for Windows Firewall add-ons like BiniSoft Windows Firewall Control, TinyWall, Windows Firewall Notifier, Sphinx Windows Firewall Control, etc. HIPS products are also becoming obsolete since UAC on newer Windows and behavior blocking features added to most common AV products. Things are changing like it or not. I can remember back when Anti-Spyware products were very popular, who would have thought back then that they would become obsolete in the future?
Enjoy!!