Coming from a gamer and a serious computer geek (with a background in programming and IT), there is only 1 real answer:
If you want a firewall, then ESET Smart Security.
(If you have a router, and haven't enabled DMZ manually (or don't know what DMZ is), you are more than likely (99.9%) fine without a software firewall)
Just about everything else can and probably will slow your PC to a crawl, and you never notice it until your PC starts working (installing something, playing a resource intensive game, etc.)
You're just wasting your time and money on anything else. I have tried them all, AVG (free and paid), Sophos, Kaspersky, McAfee, Vipre, you name it.