Changed to try a new combination - Outpost firewall pro and Norton AV. Couldn't find much about how Norton AV gets along with third-party firewalls. So far it is smooth, having added the necessary exclusions in both. Has anyone tried this combo or has anyone any experience with Norton AV and a different (not Windows built-in) firewall?
 
The only thing I'm wondering in this set-up is whether to install a 3rd party firewall and whether it will boost security significantly. With this set-up my system is extremely light and responsive in every aspect. NOD32 7 beta is much more stable and fast than many non-beta versions of other vendors I have tried. I have added some rules to the HIPS section preventing adding programs to start-up and to modify critical system files. The SRP is also set to max, DLLs included. Do you guys think I need a 3rd party firewall in my set-up?
 

Spawn

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Third-party Firewalls in general do slow down system response / performance. If you're have zero problems with your current set-up, does it need to change? -Probably not-

You have your AV to protect against common threats, HIPS and SRP for additional execution/start-up protection. Leaving allowed/blocked inbound/outbound connects to Windows Firewall, and even that does an excellent job and can be configured without affecting system performance.

If you did not use ESET or SRP, and using Windows XP, then I would have recommended another firewall. But you're not, so my answer is simple; no for other software. :)

At the end of the day, you decide what stays and leaves your system.
 
Thank you for taking time to respond, Earth. I finally decided to install Comodo Firewall and disable HIPS in Eset. Everything OK, only functions like active memory scanner and anti-exploit were disabled in Eset as they are part of the HIPS block in Advanced settings. I did this mainly because of the fact that Windows firewall could be meddled with as it has no active self-defense, and as part of the OS, probably it is prone to vulnerabilities. Otherwise I like ti very much as a firewall, it's a great protocol filter! And this is primarily the job of a firewall. I really tried to find a similar 3rd party firewall for Windows 8 - firewall only, no HIPS and other bells and whistles - but I couldn't. If Look'n'stop was actively developed and was fully supporting Windows 8, probably I would have installed it together with NOD32.