Looking for a good software firewall

I am currently running Norton Systemworks 05, but I feel that it is taking up too much resources for the job that I want it to do. I want to uninstall it from my PC and use Avast as my antivirus/spyware utility, but that leaves me without a software firewall, which I primarily use to monitor/control my outbound application traffic, because there are just some apps I don't want "Phoning Home". I perused through the download section and I just couldn't find what I was looking for per the descriptions given.

Please suggest a versitile, scalable firewall that uses the least amount of resources, and allows the most control.

 

Thanks Kaula, that's exactly what I want, something to pop up and say "Hey, this program is trying to do this" and have the ability to manually configure what it can and can't do. I'll give ZoneAlarm a spin, but if there are any others that I could test, please continue posting them. I would like to be able to compare and contrast my options.