other than some hardware router/firewall or some openbsd/linux based firewall, I've only experimented with ZoneAlarm, which is a pain in the ass...and XP firewall...which looks OK but...if it's compromised, your whole system is.
I personally like IP Cop as my firewall. However if you need a software based firewall The Free Country has a lot to choose from and they all have descriptions and the page is updated regularly.
I'd agree with Curtis. I've used iptables on several web systems, but it can be a pain to configure and maintain, and it's just another piece of code on a linux distribution. IPCop IS a linux distribution made JUST as a firewall. It's easily set up and maintained and doesn't need a lot of resources - pretty much any PC w/ two NICs can be an IPCop firewall.
There are a ton of extras for IP Cop if you fell like installing them. One of my newer favourites is Copfilter. Very good at removing SPAM and even the Google ads at the bottom of this forum disappear.
Another free firewall is AVG. They're anti-virus is pretty good too and I always had decent experiences with it. However, I would always recommend against just using free protection. If you're a relative heavy surfer free won't protect you sufficiently. Even the payable ones don't always cut it like Norton or Kaspersky, at least in my experience. The best one I've come across and have been using for quite a while now is Prevx.
Thanks for this wonderful post , i was a little worried about this firewall thing, my friend told me that Norton ( I am currently using ) Firewall is not that great when some one is using unsecured connection. I checked IPCOP and the IPCop website says -Linux firewall distribution. Can i use this on windows based system or is there any other good Firewall. Also , a very basic question - why do some one need Firewall when there is a paid subscription Anti-virus software was already present.
IP Cop is a router/Firewall. It runs on a separate computer between your computer and the internet. Norton (on the other hand) is software based and runs on Windows. If you are looking for a software firewall, WinXP Pro SP2 and later have one built in. Granted it may not be quite as good as a 3rd party solution, but I find it to be sufficient for most users.
"why do some one need Firewall when there is a paid subscription Anti-virus software was already present." A firewall is different from Anti-Virus. A firewall will block ports (the things computers communicate through) whereas Anti-Virus will stop and kill malicious software.