Recently I got ADSL and I think I've become the target of hundreds of "hackers" daily!

The first word I heard was[gloworange]use firewall[/gloworange]
I used BlackIce in the past but I don't think that it will be enough for know!

Can you suggest a good firewall for personal use at home?
I would like also to know the advantages and the disadvantages of each firewall