I've been using Sygate Personal Firewall and Avira AntiVir for a couple of years now, and I've got to say, they work pretty fine (and don't cost you any money either, unless you want some additional features in AntiVir like various anti-web-based spyware things), and are also pretty fine when it comes to performance (although AntiVir tends to be a little bit slow on older hard disks during the startup).
EDIT: Just looked a bit into AVG, it seems to be pretty nice as well. Maybe I'll try it out.
