I used to have Commodo as my firewall but it was very clingy, always asking for confirmation for every new connection. Safe, sure. Annoying, definitely. Now I just use Avast as my AV.
I use the crappy Windows Firewall, around with ESET NOD32. I do not really care to much for security, as I don't believe I've infected myself, but I'm sure that's going to bite me in the ass soon.