Why don't you like Zone Alarm Johnz? I use it and it seems to do the job. Unless it's really not blocking things that I haven't approved. Admittedly I've never let it self-learn and manually approve/reject all programs, but it seems to do ok. Just installed it this weekend when I checked to see if they had a 64-bit version (they do). It's got a small footprint (runs on 2.5M RAM) and does its job. Why such disdain?
When it works, it works pretty well. The problem is they're constantly releasing updates that break it. Years ago it was my firewall of choice, but I got tired of the hassle of running it, and switched to Sygate.
Keep in mind, this was when I was on 56k. I played a lot of UT2k4, and it was very workable on 56k, but I needed every single bit I could get to go towards the game. I didn't have the bandwidth to spare for apps checking updates or anything like that. Now that I have cable, I don't do *outbound filtering. I trust everything I put on my computer, and I don't need to know an application wants to update or anything.
* I always purposely use this term "outbound filtering", because that isn't a security feature. It's to control program access on your network. Any real malware won't have any problem getting around a firewall, so all it ends up doing is pestering you for stupid stuff. If one's conscientious about what they put on their machines, trusting applications with net access shouldn't be an issue.
As an aside... I think it's amusing that many of the people who want outbound filtering on their firewall, and will happily answer prompts for that, also are the ones that complain about UAC prompts :^D For security, UAC would be the better pest to keep of those 2 choices :^)