This question "the best" is quite subjective ,however here is my opinion
..Remember it is mine and everyone else can have different .
I personally use and recommend everyone use the intergrate Windows Firewall
in SP2 of Windows XP.It has only incoming traffic protection but is very
good.Ask rarely and works automatically and if you click "Don't allow
exceptions" you have maximum protection.
Aslo ,you may *just may* buy a router with integrated hardware firewall so
you'll have double protection and you need anything else for hacker/intruder
protection.
( I don't use router with firewall but I use an intruder protection system
as a second layer of protection that stays behind Win Firewall )
Never forget that the incoming protection is the most important so Win
Firewall is enough .
The other software firewalls have incoming as well as outgoing protection
..Depening on what protection you need ,choose the one firewall that best meet
your needs.
Sygate's free firewall was very very good but it is now paid as far as I
know because Symantec recently bought Sygate company.Other good is Zone Alarm
free.
But I would aslo say that if you keep ALL your security softwares up-to-date
and they work ,you will not need the outgoing protection because the security
softwares will(should) catch the infection !
Do not hesitate to contact the Community again !!!
Panda_man