Outpost v9, the Security Suite version, or if you must, the firewall version with your existing A/V i am, of course, somewhat predjudiced.
Comodo FW - my favourite, Online Armor, Private FW if you have Win 7 or 8 then even its own in-built FW.
The Outpost firewall is highly configurable and based on that alone I would recommend it to many.I also have found Privatefirewall to be superb as well as it works great in combination with quite a few a/v's.Also,the support with Privatefirewall is excellent as well,as every time I have had a question,Greg Salvato from Privacyware got back to me very, very quickly.
Yes, with To make it easier to configure outbound. (Actually I don't know how this compares as I never used LnS, I just wanted to clarify what WFN does as I am presently using it.)
I prefer Online Armor, or Private Firewall. That's just me though. I tried Comodo 2 months ago, and it was really buggy for me. When I would receive a prompt I had to choose the exact opposite of what I wanted Comodo to do in order to get Comodo to do it. How strange is that!