essjay,
While I have LOTS of things I dislike about Norton/Symantec Internet Security products - I will say that the firewall bundled into NIS (various versions) DID work rather well in detecting and blocking outside hack attempts on both my Win2K and Windows XP systems. I would NOT rely on the built-in firewall that comes with XP or Vista as these firewalls do basic blocking and don't actively seek out hack attempts or other external IP hijacks on your PC.
That said - I have a love-hate relationship with Norton/Symantec Security products. They are notoriously slow, resource hogs and are nearly impossible to uninstall, reinstall or upgrade without LOTS of manual intervention.
MfAfee products aren't horrible, but I've not been impressed by the firewall features in their Internet Security products.
Zone Alarm and Outpost seem to be quite popular and effective.
Check out these links for reviews/comparisons of various software firewall products for Windows:
http://www.all-internet-security.com..._software.html
http://personal-firewall-software-re...enreviews.com/
You can also Google "Best Software Firewalls" and check out the various links. Understand that so much of what you find on these searches are marketing-based websites geared towards selling a particular product, so be aware of phony ads claiming to be unbiased reviews.
- John