If performance rather than ease-of-use is your criterion then the Comodo firewall [2] is the top contender.
Believe me, he thinks high of Comodo. I first heard of Comodo from his site!
Also, even when he ranks programs, he explains why he thinks A is better than B, and sumarizes the differences. You can get a clear picture of what to expect. I've chosen programs that are not his favourites, but based on his description alone.
You just have to check if it's current or not. It could be that his opinion is different when updating categories.