May not be exactly what you're looking for (as in a discrete firewall) but I use Andy Ful's FirewallHardening in conjunction with Windows firewall, which blocks the outbound calls of many Windows binaries. Here is a snip of what part of it looks like:
I also create outbound rules myself for apps like CCleaner. I tried third party firewalls--specifically TinyWall--for me there were too many silent blocks and I wasn't into it enough to be reading the logs every time something didn't work. I guess your personality factors into a lot of what works for you nowadays (like laziness).