Windows Firewall is perfectly adequate for nearly anything you want to do. Software firewalls are all terrible, anyway. I've never had reason to want to know when 15 pings are blocked.
Hardware firewalls, on the other had are pretty difficult to exploit, so they're the best option.

Antivirus software is a waste of time as well, in my opinion. If you're sensible about what you download/run and where you download it from then you don't have anything to worry about in terms of viruses. Not to mention the ridiculous amount of resources that a lot of them consume.

If you're going to use one though, Nod32 is good, as is AVG. You'll get negative reviews on anything you try, so I'd just recommend you go with whatever you think looks the best.