Well, I prefer to use both a hardware firewall, and Comodo. Norton has a very good firewall,
however it can be very picky and cause problems with home networking (eg, file and printer
sharing). That's not to say you can't reconfigure it to allow specific local ip addresses (you can
actually) to access it, but I prefer to use whatever's free that is good. If you're worried about
cost, I found my modem/router combo actually brand new at a thrift store (go figure) for $4,
in perfect working order. Has an excellent firewall, and wireless setup. As 127.0.0.1 said though,
you would be doing pretty sweet with a Linux/UNIX firewall box. What you could try doing first
if you're not familiar with it, is using an operating system called "Untangle" (i'm not sure if
127.0.0.1 would recommend this, but whatever). It is easy to install/configure, and has a nice
user interface that is simple, yet functional. If you check out their website (as listed below)
they even have a java demo you can run that gives you an idea of how it works. It allows you to
setup spam controls, a firewall, virus scanning, etc. You can setup one or all of the features,
or pick and choose which would best suit your needs.
http://www.untangle.com/Another route you could take, is to find one of the more commonly hacked wireless routers,
and run linux on it (if you do a quick google search, you can find out much more about this)
and often times people actually tell you where to get all your software from, as well as
how-to's to get it done. Good luck, I hope this helped a bit!