UPDATE March 2020
Since Windows 8, Microsoft started to take control of “Security and Updates” and with the release of Windows 10, they have basically taken control of all “security”. This is not a bad thing, MS are the experts with “Windows” and they have clearly demonstrated that they have a very clear understanding of “Security”. In recent years MS have been instrumental in taking down “Hacking sites” and “Bot Nets”. MS are committed to security and keeping you safe when using Windows and the Internet.
Unfortunately some 3rd party security companies may find a reduction in income because they are not needed 🙁
I used to recommend using Internet security suites like “Fsecure and Vipre but IMO these are no longer needed when using “Windows Security”. The 3rd party apps seem to disable all the protection that Microsoft have built-in to Windows!
End of update.
Original for posterity 🙂
These are what I have used in the past and can advise they are worth a look at if you don’t want to go down the paid-for Internet Security suite route. My preference these days is to install an Internet Security Suite like Vipre Premium.
ZoneAlarm. Been around for years and even some paid-for Antivirus software vendors licence the Firewall engine from Zonelabs. I actually bought the Pro version of ZA years ago because I was so impressed.
Outpost. Another one that’s been around for years but not the easiest to set up and use. Once you have learned how to set it up, it does a brilliant job.
PC Tools. May have changed a bit since I last used it but it did work quite well.
Not really personal firewalls but worth a mention here : –
OpenDNS. You might need to hop over to Wiki to find out what DNS is but basically the Internet and WWW would be impossible without DNS. Normally your ISP provides you with a DNS service but OpenDNS allows you to exclude sites that you don’t want your children visiting and much more.
WOT (Web of Trust). This is an add-on for Firefox and Internet Explorer. It helps to avoid dodgy websites.