I recently switched one box over to Comodo Firewall with D+ and couldn't be happier with it. I may change over the other PCs soon.
Windows Firewall on Win 7 because it's silent. I don't go for chatty firewalls. On XP I used to use quite a few different FW though.
Comodo FW w/D+ (and Chiron's tweaks) now running on 3 machines. I'm very happy with this software. NAT router in place.
Windows Firewall controlled with Windows Firewall Control (set to Medium Filtering) and Firewall from my Router
i voted before for the built-in Windows firewall but i just re-installed Look and Stop firewall. i don't have a router, which a lot of people seems to use for security. so i thought a little extra there wouldn't hurt. the only things allowed to connect are svchost.exe and Firefox. all seems to work fine so far.