I opt for the router myself, takes any load off the machine, and covers inbound well, which is all I care about....
Dunno about the best but i recently dug out my old look'n'stop license and am currently using that on vista ultimate 64-bit. So far its been working well, nice and simple and light on the resources. If you want a firewall with all the bells and whistles then comodo is probably the best in that aspect.
Another easy to use x64 firewall is Lavasoft Personal Firewall 3.0 (64-bit). http://lavasoft.com/products/lavasoft_personal_firewall.php Incase you are going to use it on x64 server stack, CA HIPS (Formerly Tiny Personal Firewall) may be best. Best if you desire, high level of config and control. http://www.ca.com/us/products/product.aspx?ID=5785
I am with Kerodo, if you are behind a router no sense in turning on any firewall for inbound, if you need a x64 firewall, the built in one is the fastest and lightest and can be set for inbound and outbound as well with no issues.
I've two Vista x64 laptops we use via wireless network at home. I'm using KIS 2009 on mine and have her setup to use the Vista FW (using Avast free). Both are running very smooth. KIS, I believe, is overkill by some factor of a bunch for x64 .. but, as I have the license. As has been already stated .. I too think that, behind a router, using the Vista x64 FW is solid protection. As an aside .. on an XP Pro desktop, I'm using KAV 2009 along with (paid) Online Armor.