I use ZoneAlarm (zonealarm.com). They have a freebie and a pay for version. I have been using the free version for some time with no problems. Doesn't conflict with Norton Anti-virus or any of my appraisal software. I think that Wayne uses the premium pay for version (ZoneAlarm Pro). Go to their web site for prices.
I second the motion for ZoneAlarm. I've had it installed for about eighteen months with no problems. It has trapped several emails recently that Norton missed. Its easy to install and is very unobtrusive.
I third Zone Alarm! And it will make you computer invisable to prying eyes. When another computer tries to probe your computer Zone Alarm keeps if from answering and the offending computer will move on because there is nothing there for it.
If you want to test you computer got http://grc.com/default.htm and then follow the Sheilds Up link. Steve Gibson has a fasinating site if your like reading technical stuff about computer. he gets over my head fast but I have spent a lot of time reading his site. The story of the 13 year old hacker is facinating to read. Again if your a bit geeky that is.