I use
Zonealarm free and haven't had much trouble. Be using it for 3-4 years and only trouble was 4 or 5 sites that would not work right.
And if a firewall is working right it will slow you down a tiny bit. As in the 1st time you use a program you have to give it permission. But if you have a high speed comection it's manditory. I have dial-up and still use one.
Don't forget a Anti virus.
AVG free has been pretty good to me.