I think they are useless but fun to play with. Comodos package also comes with Defense+ and now we could be talking paranoia security
"Leak tests show that blah blah" is BS to me and has nothing to do with real life security what so ever. Focus on prevention that is effective and actually works. 3rd party firewalls belong in toy department. Does not mean they cant be life or death to the very concerned. With any luck someone will post after me proving that - with links to leak tests as proof.
The firewall you have now actually can do outbound control - so why does it not? I totally agree with Microsoft on this issue. They made it hard if not impossible to activate. For a normal user this should not be something to have an opinion about. Does not make average user or internet any safer. When outbound control kicks in so much way more important has already failed... like the package firewall came with, is included in many "suites".
If you want to know what is available check out Wilders Security Forums
Wilders Security Forums - Powered by vBulletin lots of tossers in there who change "security setup" like you do underwear but also good advise. Worth a search or two.
Make up your own mind, install and check away. If you have an inner "control freak" waiting to come up he will be happy
Avast, good but I seem to remember some problems with Zonealarm Pro - search their forums. Is probably fixed by now.
When there were more free firewalls avial I tried them all, may be 2-4 years ago. Also used lots of other gadgets like registry controllers, HIPS thingys. Well as said fun to play with but unless fully automated like with perhaps Norton i dont think it mean much except for the very interested. "Fully automated" is that not against the whole idea of user being aware of input/output? Yes, and there are hardcore security people that shake head of anything not requiring user answer to action/prompts. You cant rely on automation for this - and then how many are left?, heh. About 1% on a good day. Trust your setup and OS or change to something else is what I say - dont make it hard/impossible on yourself. Comodos package is still cool though, I would start with that. Find out what Defense+ can do. Check their forum. Paranoia to me but it does work so if you have the need, need for feeling "secure" perhaps dig in...
If you want supplements to Vista/Avast package I would suggest OpenDNS, WOT
http://www.mywot.com/ and use of Firefox or IE8. Ive read something about Avast wanting to use WebShield more, like in blocking bad site - finally! but they have not even started yet (will be "news" in vers. 5 I bet). Go WOT for now. Keep Windows Defender enabled and spend some time setting up WOT so it does not bother you unless there is good reason to. If you still get problems then you would have gotten them no matter what you install
Should you be one of those using cracks and such for educational purposes then use VirusTotal
http://www.virustotal.com/ Dont complicate things, you know what you need.
Also install SuperAntiSpyware and Malwarebytes. Not sure about SAS but MBAM can be set up in Task Scheduler to run every hour/day/week or what you prefer. They are both free and wont bother Avast. A little extra check.
Speaking of cracks, the only useful reason to use "better" 3rd party firewall Ive heard of is to avoid cracked software from phoning home rendering "efforts" useless. Dont know where I got that from, probably nonsense
Btw, dont dismiss Comodo just because you can hardly make browser load a page. You need to work to make Comodo work - in some cases thats how it is. Ive not tried the last 2 updates but the one I did try pretty much close internet for me and my browser - until fixed of coursed. Dont give up, seek answers instead. No protection comes for free though, except may be OpenDNS if dns lookups are cached by router, and there is some "performance" loss with Comodo. Should not be a big deal. Throw away Defender will help a bit. A weeny bit of added latency is a small price to pay for outbound protection right? - or inbound as well with Defense+.
So personal setup can be as crazy as possible, you need to try your self, but I do think those who "highly recommend" 3rd party firewall as in Windows default is not secure for you and your family (think of the children) are not doing anyone a favor. Analyze all computer is used for including possible dangers then evaluate what is needed. This must-have advise some stick with is BS.
