What good software firewalls are there nowadays?

[idrinkmilk]

I found out a bit ago that it is good to have a software firewall when you are using VPN since the traffic that goes through the tunnel is encrypted to the physical router. You have to protect yourself on the computer. so now I'm looking for a software firewall to protect me.

Ideally I'd like one that is non-intrusive and doesn't use much recourses. But it also has to be able to protect me. What do you recommend? How is the Sygate personal firewall? I've tried it and I liked the experience very much, but I don't know if it's suitable since it hasn't been updated in years. Is it still good enough protection? Or du you recommend some other firewall?