I use Outpost...
In the free version, there are certain limitations - cannot set global rules other than the options already provided. It also has a few bugs and is overdue for the version 2 release.
Main modes:
Disabled (no blocking)
Allow most (allow all trafffic with no block rule set)
Rules Wizard (ask if neither block nor allow rule set)
Block Most (Block anything not already set to allow)
Stop All
Uses detailed application rules, no "easy" mode but presets are provided for many.
Also has ad-blocking, content blocking (no presets), and other content control - though the popup blocker is neither as effective, nor as convenient as one of the "window killers".
In the basic firewalling, Kerio seems to have slightly more (comparing free/free), but does version 3 add any of the extra non-firewall features.