Of course, Terri - if she's still interested - was actually asking about firewalls. The consensus opinion is that ZoneAlarm is starting to lag behind. Although the following article was written in April 2010, it has a lot of links to other sources, some of which have definitely been updated since then:
http://www.consumersearch.com/firewalls
In the latest tests by the number one firewall testing site, matousec.com - http://www.matousec.com/projects/proactive-security-challenge/results.php - ZoneAlarm wasn't in the top tier. It seems to boil down to a handful. The top two are Comodo (free) and Online Armor (pay - and now called Online Solutions Security), which has been given away here in the past. Comodo seems to be a slight leader, but is considered less user friendly, which is why Online is sometimes recommended. Two others to consider are Private Firewall, which is free and considered quite user friendly, and Outpost free.
The only one I've tried is Outpost (and one of the original versions of ZoneAlarm, which is foundly remembered, and people have lamented when it was redesigned a few years ago.). I put Outpost on a very old computer which couldn't run Comodo and I like it. I consider it mostly straightforward. It also has a HIPS (Host Intrusion Protection System). Basically, as you know, a firewall warns you when something bad is trying to get in or out of your system. A HIPS warns you when anything is trying to make fundamental changes to your system, which can be even more useful. Of course, that gives you a lot more messages, but you can turn it off.
Outpost has a learning mode, so if you tell it that a program is trusted it allows it to do what's necessary. However, it gives you a quick fading bubble notice every time it generates a rule, just in case. If you think a program's got too many rules allowing stuff, you can go in and delete some or all. And, like most firewalls, it has Allow Once and Block Once options, so you can experiment.
Good luck!