For enterprise use, Checkpoint FW-1 or Nokia are the most popular ones. For personal use, too many choices, tinyfirewall is good to recommend(
-turnip(turnip);
2002-1-31{152}(#354261@0)
www.tinysoftware.com): Rules are file based, very user friendly and easy troubleshooting. Foot print is also very small and it is cheap enough to afford