I use Zone Alarm and use it as my main firewall.
My friend is a hacker (well he practises, but not dangerously), and tried to hack mine and couldn't. It just kept stopping him, so it must be working, and hes rather good.
Alot of hackers out there won't be that experienced, and the ones that are, probably wouldn't bother going any further than my mate did to get in, as they'd be no point for them to. They'd go for bigger things.
As long as you don't have any left open ports, you should be fine.
But yeah, I trust it with my computer