For home use I have been using a Linksys firewall/router to connect my PC's and I have not had any issues in the last two years. I have tried the Norton and Mcafee products but a lot of the time it was more of a pain than it helped. One of the best ways to firewall yourself is to use a NAT router, what it does is takes your routable IP address, provided by your ISP, and connects a private network out to the internet via the single IP. Works great if you have two or more PC's. If you have an old PC laying around you could also use Coyote Linux, it runs off a floppy and it will run nicely on a 486, more info here
http://www.coyotelinux.com I am currently building new firewalls for the company I work for now, I am a network administrator, if anybody has any questions feel free to e-mail me jcooper@rccsupport.com
Jim