People sometimes mention KFA's lack of a dedicated behaviour blocker but for a free AV I think protection is excellent, especially with the recent addition of System Watcher (I'm actually using Kaspersky Security Cloud Free, like KFA but configurable and with several extra features).
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@Huchim I'm also using it alongside OSArmor. I was also using it with Voodooshield too. No conflcts - Voodooshield is a great product and Dan is a class act, but just a few too many FPs for me so for the moment it's on the subs bench.
After my experiences over the years trying (and failing) to clean install new versions of Comodo Firewall despite following Chiron''s guide to the letter, for me it was way more trouble than it was worth, but others here swear by it. Personally I would advise against CFW unless you are already using it without issue. There is an MT thread about KFA plus CFW and I seem to recall most of those who have this combo haven't experienced problems.
Nevertheless I would advise KSC plus OSA and possibly Voodooshield too.