I would love to say Comodo (I really love the HIPS/Firewall), but it's unfortunately too buggy (still, after all this time) and the AV basically sucks. Even running it the way CruelSister recommends causes issues for me, since the auto-containment has some bugs (none that are security flaws) that delay launching processes and sometimes even cause them to crash. I really hope they get their act together some time soon, cause It's definitely my favorite, even with the lacking AV.
So, I'm gonna go with Kaspersky. In my opinion it really is the only well-rounded and complete solution out there that isn't buggy and doesn't need 3rd party support to excel. The AV is one of if not the best around, the HIPS is as good or better than anything out there AFAIK, the Firewall is good, and all it really lacks is proper sandboxing/virtualization, which isn't a necessity unless you want to be able to run un-trusted software on a whim. It doesn't have any real bugs and everything is implemented rather well as far as GUI and overall user experience.
But, honestly, if I had to stick with just Kaspersky, I would just switch to running Qubes full-time