From my experience, Avast! is bad.
I had gotten the professional version, *cough*, *cough*, and it forbade svchost.exe from running and firefox.exe. Needless to say, many things went wrong and I had to "reformat" my computer.
This, however, isn't about me. A nice list of firewall softwares is on this page.
http://lifehacker.com/367775/your-fa...ewall-software