I use Comodo, whose popups can be a pain in the ass sometimes (usually when installing new games with ALWAYS-ON INTERNET DRM), but it's free and hasn't given me any security issues at all ever
Comodo (well the firewall anyway) doesn't actually tell you when there's an intrusion or not. It just silently blocks. The pop ups are to do with the system protection - i.e. when you're installing something or allowing something access. It's one of the reasons I dropped it as a firewall. It would actually tell you nothing useful about your protection. I'm surprised no one uses avast antivirus tbh... it's on about the same footing as avira, before that became too overpacked with extras. It's got an easier to use interface and pirate talk too! :D I don't really like microsoft security essentials because they were doing something funky with their definitions that caused them to install a new driver entry (I think I remember) with each new update - to keep it from being tampered with. The problem was when the old entries weren't being uninstalled it was causing conflicts within the system...which screwed us up a bit.
