ZoneAlarm is a good firewall but do not get the free version; if you want to keep safe, it always pays to get the best version. For example the Suite package version is to me the best firewall out there for home users.
Also for the spyware I will say the counterspy it kick ass on all other spyware programs.
The best thing to do in which I like to do is to install more than one firewall, spyware, antivirus programs on my computer. I know it will slow your computer down, but you will like the protection. Also you will learn a lot how firewalls and spywares work.