As someone who often troubleshoots personal PCs with viruses and Trojans galore running around inside, I find Zone Alarm's free firewall to be an OK tool for seeing what is inside that is trying to call home.
One of my clients recently got a hardware firewall and tried to remove the Zone Alarm and had some problems. I did a search on the internet and found that it is difficult to remove. I am looking for a firewall that is small and can do the type of thing that I am asking Zone Alarm to do, but without the difficulties in removal.
I will try to award points to all who answer with a unique solution.