Little bit about your computer, is it running windows/unix/mac, what are the stats or model (no point running a firewall that makes the thing a snail), and what are you worried about, just general firewall/antivirus stuff or do you often run suspect executables?
I normally blanket recommend Kaspersky. I've got high regard for their products and they do what they set out to do very well. If your looking for something free then AVG does an alright job but otherwise find a cracked kaspersky or buy one.
Now I'll get a little more complicated, kaspersky is great, their reverse engineers and tech's are some of the best in the world. The work they've done in the past is amazing and they're brought a lot to the table when it comes to AV's. The downside is that there is a lot of credence in to the rumors that Eugene Kaspersky (founder/CEO of Kaspersky Labs) is part of the Russian secret service, it's known his previous service to their defence force but current service is pure speculation. Here is where it gets even more complicated, by law in Russia, encryption and security companies are required to share their information with the government to some degree. So really, as much as there is evidence to kaspersky being a great product there is also some speculation to the Russians being capable of gathering mass data on US citizens.