Comodo is very flexible. Just play with it and learn as you go. Your house won't cave into a giant sinkhole for doing so. Just don't you be a bush ranger about it.
Some prefer to set ESET HIPS to "policy based". It is quieter that way, I suppose. Nothing wrong with running an auto-sandbox along side a BB or HIPS, but I probably would not have both a BB and HIPS. Personally I prefer a behavior blocker.
Quihoo could have potential, but I have never used it. It uses two solid AV engines if I remember right; Bitdefender and Avira?? I have found Bitdefender's paid suite to be buggy, but when their engine is utilized elsewhere, it seems to be more of a benefit than a detriment.