SegaXtreme

I see there are a plethora of firewalls... is there any that anyone recommends? Horror stories?

I'm currently using Tiny Personal Firewall, and have experience w/ Zone Alarm. TPF is uses very few resources, but I'm finding now it's making my system somewhat unstable. I'm liking Proxy+, because it does a bunch of things in one, but if there's a firewall that is simply outstanding, please let me know.

Thanks in advance.