With Outpost PRO 3, I have to make rules to each program that wants to connect to the internet. Outpost has a preset rules list, to make easier the life of the user. What about Zonealarm PRO 6? When a program try to connect to the internet, it just give the user the opitions to allow or deny. If I allow some aplication to connect to the net in Zonealarm, is the same of giving "aways trust this aplication" of Outpost PRO 3?
Outpost is a bit tighter on outbound traffic from apps with it's rules. It allows only the ports (and sometimes addresses) that are necessary for normal function of your apps. In ZAP, you would normally just allow/deny an app, which gives it free reign to use whatever ports it wants. If you want to tighten that up, you can also make rules in ZAP, however, I find the rule making interface and conditions in ZAP to be less than desirable and even difficult. But it is possible. I don't, however, think you can do rules in ZA free.
Yes ZA has always tested stealth at nine different test sites when I used it. {I am not using ZA now, I'm currently using Norton}. But ZA is a reliable firewall, only, as others have indicated here, some people like to have a "tight" ruleset for each application. Rules-based firewalls like Outpost, Norton, Kerio, etc. allow the knowledgable user to "tighten" the rules for each app, restricting traffic flow to only the ports and conditions needed by each app. But I would say yes, the average user is "safe" with ZA at its defaults, certainly much much safer than a person who is not running a firewall; in fact a firewall {even the Windows firewall} is a "must' if you want to prevent spyware, internet worms, hackers, exploits, etc. Good luck!