True for Sandboxie. The one thing i came to rely upon in COMODO IS is its sandbox. Soon i will install this small app to add that layer of protection.
I made some changes to VIPRE's default settings but nothing huge. (checked everything in its manually scan part and enabled IDS part of the firewall).
VIPRE (Kerio) firewall has very good web filter.
As for the browser plugins i use lastpass and WOT, nothing else.