For consumer level stuff I think Avast is one of the better options. It is highly configurable and since it is provided by a firm other than the one supplying the operating system I believe it does a better job of providing protection, especially if specialty or vertical market applications are utilized. For business all my clients use Symantec Endpoint Protection. I have found most full time IT people have preferences in regards to security software and those preferences will vary based on perspective (techs like what they know and sales like what has more margin). That said, I am generally familiar with Avast, AVG, Symantec ESET, Panda, McAfee, and Norton products. I choose Symantec, ESET, and Avast (in that order), however on any given day a bad update may occur or something may slip through regardless of the provider.
Oh yea, the best place for a firewall is between your PC and the internet, not on your PC... If the firewall on your PC needs to actually do its job you have a major problem.