The winner is Comodo which is available completely license free
(FYI: The Windows XP firewall is the worst of the bunch.)
NOTE: If you have a Windows computer on the internet you absolutely need to have a software firewall. Ideally, you'll have a software firewall in addition to a separate hardware firewall/router device between your internet connection and your PC (such as the most excellent Linksys BEFSR41 or WRT54G.)
I've been using ZoneAlarm for years now. Tonight, I will switch to Comodo and check it out.