1. See attached for a 100% stealth test at ShieldsUp! at grc.com (The main test only checks the 1st 1056 ports, but other ports can be probed beyond that limit.) I run on dial-up at home so my PC's firewall is it. Nothing between it and the web.
2. ZoneAlarm free 6.1.744.001 (IMO, the last non-bloatware version)
3. There are several web tests for firewalls. ShieldsUp is the one I trust most.
4. Very successful. To my knowledge, my PCs have never been compromised.
I have several layers of items in place. I run active anti-virus, anti-trojan, anti-spyware and firewall programs (all from different manufacturers.) I also run a process monitor, a managed HOSTS file and do most of my surfing under a Limited User account. I also use Firefox (with the NoScript extension) as an alternative to Internet Explorer.
At this point in time, I do not know of any PC protection suite that I would trade for my current, multi-branded choices...