I've tried others but the Sygate
free personal one is the one I'd recommend.
I use Firefox & IE online, and my ISP is a dial-up. Installs/uninstalls easily. Its effective at stealthing my PC presence online. Nice logs:
A complete list of applications on your PC is two clicks away. You can decide how each is handled by the firewall individually. Click allow past, question each time, or block. Loads at startup, smc.exe uses around 20Kb memory from the looks of it at the taskmanager. It hasn't caused a lick of problems, where I didn't have the same experience with the others.
my two cents worth.