Never tried ZA To be honest.
I got BlackIce a fair while back when I was using 2K, but when I got XP, I just used the built-in one and never really gave much thought about it... Apart from that the Windows one doesnt keep tellign me every 2 seconds this or that... BICE is a bummer for that.
Another one thats not too bad, has been outpost, although I have not really given that enough time to try it out really, what I have seen of it, has been positive.
I have mostly been running behind hardware anyway, so its not like its a vital choice at this time.
But, the NVidia one, has been perfect for me so far.
Its allowed full I/O and its shut-the-fup... which I like.