I recently read this article an article on SamSpade.org which discusses the usefulness (or lack thereof) or windows-based personal firewalls.
Here is the link: http://www.samspade.org/d/firewalls.html
Something that I have noticed with these windows firewalls is that they seem to consume considerably more resources than their unix/linux based couterparts, especially with IP blocking.
Also, I have found that many windows firewalls do not efficiently implement ip blocking, and this can be used to good effect to secure a pc. This seems to be used predominantly in the p2p arena, given the recent activities of the **AA et al, but applies equally to those who wish to block and sort of undesirable connection attempt to their system, such as hackers/spammers and personal information thieves.
Not everyone has a spare pc (old 486/pentium would do) which they can network up as a linux based firewall, so they are left with a windows-based personal firewall as their only line of defence to the internet (unless they have a hardware router which also acts as a firewall). I have used Smoothwall GPL in the past which worked great on an old Pentium 166 with 32MB ram and a 1GB disk.
How valid is the article above, and if people use a windows based personal firewall, is there any data which would support the use of a specific windows firewall over another?