I've had big problems with Threatfire, I thought it looked good so I installed it, unfortunately it left my PC incapable of booting. I think I had to go into safe mode and uninstall it, or wait for it to go through a couple of cycles of boot/reboot before being able to get into Windows normally (can't remember now) . Really cheesed me off though, especially since I was stupid enough to install it twice thinking the first time was just a one off!
Just a warning, I'm sure I'm in a minority but thought I'd put it out there. I've experienced problems with ZoneAlarm in the past also, yet others use it without a hitch.