Hmmmm everyone seems to vote for Comodo FW.
Now my stand point on Comodo fail wall is clear, but that being said i have a alternative that does not require any tweaking and it does not even use ANY system resources.
I assume you have a router from your ISP which you use to connect to the Internet right?
Well if thats the case then you have a Hardware based firewall in it for free, it does not need tweaking, it does not need updates, it does not need any manual labor, hell you do not even know its there and yet it does a 1000 times better job then CFW.
Just log in to your router and see if its enabled.
Step 2: Enable Windows firewall.
And you are done.
That being said if a hacker bypasses your RHFW (Router Hardware Firewall) then Comodo will not stop it either as its WAY beyond anything Comodo can bring to the table.
Case closed + 100% result.
Cheers