I myself use Sygate Personal Firewall. Since Sygate have been bought by Symantec, there is no technical support for the firewall and no new updates either, but because of that, no one even attacks the Sygate firewall. You can still find downloads for it at some download sites. I think I got mine from
here..
I switched away from ZoneAlarm in December, after it failed to protect me from a hacking attempt originating in Estonia, after which I had to do a system restore to make the PC work again.
About spyware: I have found that if you use a good firewall, a good antivirus and a browser which isn't IE, then running spyware checks only once a month is more than enough. For that you can run the checks online, there are a few websites which scan. (IIRC trend micro is one of them)