I could'nt suggest a firewall at mo, Ive been using SP2's and my routers NAT quite happilly since I gave up on sygate about 6 months ago.
I can tell you norton products are rubbish due to the huge amounts of bloat and system rescources they needlessly consume. Ive used system works and their personal firewall in the (recent & not so recent) past and never again.
Sygate has just been taken over by norton so expect that to go down the crapper soon.. if it hasnt already.
I would also be intrested in the latest and greatest software firewalls
Ive never been thrilled with zone alarm btw.