zone alarm and Black Ice are good.
I use black ice but it doesn't "see" unsolicited outbound traffic like what would be caused by a trojan app running on the machine, zone alarm does detect the outbound traffic. Both are great at stopping inbound traffic (unsolicited). Either of these in conjunction with a decent NAT router (Linksys befsr41 for example) will protect you nicely. You will basically be invisible to the various internet sweeps that hackers perform. Since I got my router my black ice hasn't chirped once (over a year and a half)
-RUST-
"What the... Mooooooooooo!"