I used ZoneAlarm for ages, it is a pretty good one and there is a free edition or a better pro edition, not sure how much they charge for it though. Apparently though the best ones are hardware ones built into routers and such, thats what I use and when I had ZoneAlarm running too nothing even got through that ZoneAlarm had to stop, the hardware one got them all.

My PC had McAfee on when I go it but it sucks, lol, I've used AVG AntiVirus for ages and never had problems with viruses since.