I definately go for the policy based Sygate over application control Zone Alarm.
MrCoffee: the reason you may not see Sygate blocking anything is because it doesn't log half the things ZoneAlarm does and just seems them as petty threats and blocks them without alerting you and this isn't an opinion it is a fact that it doesn't always log like ZA.
ZoneAlarm is a perfectly good firewall, there's no doubting that, but to say Sygate is weak is a huge understatement, it is anything but weak.
The policy absed sygate means you can control outgoing and incomming communication to a greater affect, and it also acts as an application controlled firewall, offering you what ZA does and more.
As for AVG, never met quite such a useful antivirus in my life. Tested it only roughly four weeks ago, 3 PCs, 3 Antiviruses (AVG, Avast, NOD32) and put the same crap on them all.
They were all updated with full definitions but AVG didn't pick up half of what avast/NOD32 did.
NOD32 is relatively unheard of, but a very sound and secure antivirus and I guess the £23 for it is a very reasonable price for what your getting, but im a cheapskate
and stick with avast.
What I'm currently running is avast!, Sygate, Ad-Aware personal and CCCleaner.
Unfortunately, Spybot won't run on this machine but if it did I would be using it hands down - it gives me some error when I attempt to download updates to the database and won't scan without them.