Zone Alarm, has given me nothing as troubles in the past, on win 2k machines it crashes the box, it slows down applications, and some versions of zone alarm are not completly secure cause they load into the OS after initialisation of a lot of other programs.

Best firewall is a hardware one on network level, just use a personal firewall like sygate or zonealarm (the last one not recommended from my side) for permitting applications to 'go out' without you knowing it.

Virusscanners: avg is very good.
The commercial protection suites from Norton and McAfee are resources hungry. Allthough the professional McAfee shield is a very sleek and fast program doing its work very nice without crashing or other troubles.