In cleaning up a mess over on the "HJT log" forum the advisor who helped me out noted that I'm only using the built-in Windows firewall, and that I really need a firewall that can monitor outgoing as well as incoming traffic. Based on my experience, I'm inclined to (belatedly) agree with him. He suggested either ZoneAlarm or PC Tool Firewall Plus.

I'm leaning towards ZoneAlarm, based on what I've heard in the past, but I would like to know if anyone has any experience in running the ZoneAlarm Free firewall with Avast! Antivirus 4.8 (free version). Will they work well together without conflicts? A quick check on Google was inconclusive.

Does anyone have any real-world experience?

No better, no worse. I had that setup for a while and it served me well

Last time I used that combination it worked well.
I believe that current Avast uses local proxy port 12080 for email scanning, so just make sure to tell ZA about it - on one of the setup panels. You may need to tell IE that proxy is being used as well.