Not tried any of them.
I remember zonealarm being rubbish years ago back in win95/win98 days I think, caused loads of problems with it's bad integration with the OS.
I've heard NOD32 is good for gamers, but it only got http://www.av-comparatives.org/seiten/ergebnisse_2007_02.php]advanced
in the av-comparitives recent test[/url].
I use F-Secure which got Advanced+
It has adaptive rootkit protection in the latest version, unlike other anti-rootkit programs which still work on fixed definitions.
Also is a all-in-one solution. Altho I don't use it for a firewall.