The right FW for a gaming PC?

When playing various online games, and needing my ping times to be as low as possible (as sometimes a server is overseas), I did find lighter firewalls still caused a slight drag. Ping time went from 60ms (with firewall) to 20ms without any firewall or AV running.

Only way to go, for zero impact is obviously, using Windows Firewall Control, as recommended above.

But you're wanting a program to alert you to suspicious behaviour, such as a hidden install, new driver, autostart entry, program trying to connect to the internet and so on. Mamutu might fit the bill. Strong behaviour monitoring, no system drag (give it a few days to settle, add your trusted game .exes to the exclusion list, leave others as always monitored). Was $9.95 recently, but still can be found for under $20. Give it the 30 trial.

Once you finish gaming, run a scan with Hitman Pro (takes a few mins), or malwarebytes, whichever you prefer.

Rest easy.