I have tried simple wall on top of this thread and I liked it, I never gave it the chance, it seems to update frequently.
Before I forgot to mention that I also tried evorim free firewall but in my case I got problems, not blocked what I asked for and errors in the interface.
More than to protect myself from attacks, that's what the router does, it's to control the activity of my applications, for example an application should work "offline" I've ever seen that they connect to X site, they send X amount of bytes... Let's just say I'm more afraid of keyloggers than malware that corrupts my windows partition.
That's why I've always liked AV with a good firewall or at least with a notifier like eset or avast. I like Kaspersky too, but the problem is that if you choose to make decisions about the firewall you also have to choose decisions about the antivirus, I would like to only allow or deny connections and not if I want X program to be able to read the registry etc..I loved Emsisoft for what most of us like, but above all its firewall, but it was removed, there are hardly any good firewalls on the market.