>> What are some of the better choices (see Subject), free or
>> commercial? Are there some reviews on this topic?
>
> I like the freeware "Comodo" firewall:
>
> http://www.personalfirewall.comodo.com/
>
> I do find it necessary to disable it, though, whenever I install a
> new program. You can "switch to installation mode", but then it will
> keep nagging you if you want to switch back. Apart from that nagging
> problem, it seems to work as advertised. And it's a big improvement
> over previous versions of this firewall.
>
> I don't know much about it, but I've read that a hardware firewall
> is supposed to provide more security, at an added cost.

I use it in the "Train with Safe Mode" and turn off the Proactive
Defense. I only get nagged the 1st time an app tries to access the
Internet, and that's only for apps that Comodo doesn't recognize. I
think it can be one of the less annoying firewalls. And it's highly
rated too.