I found them both to be a pain in the @ss and just use the Windows firewall along with MS Security Essentials and hosts file blocking ( http://winhelp2002.mvps.org/hosts.htm ). I never have any issues with that stuff working.
This is an old thread, but just in case someone else finds this through a Google and/or Bing search like I did: I've tested several free firewall programs [Comodo Internet Security, Online Armor and ZoneAlarm] anywhere from several months to a couple of years using Windows XP HE, Windows 7 Home Premium and Ultimate.
Long story short, *ANY* dedicated firewall program you chose will require work and fine tuning. Firewalls aren't fire and forget. This goes for the built-in Windows Firewall, too. You have to "teach" it to know your habits [what programs to allow/block, etc.]. From my experience, they can often be problematic [not being able to run certain programs or certain types of programs, games which include flavors of DRM, network issues, etc.].
So what's the "best" one? Overall, I'd have to say "ZoneAlarm". It's the least complicated and easiest to interact with because of its' fairly intuitive options/GUI. Yes, it'll take time until it's familiar with you and you with it. Expect to run into issues, but, compared to the other 2, it's a lot simpler to use. I had both Comodo Internet Security and Online Armor stop working in one form or another.
Finally, my suggestion would be to always couple whatever firewall program you're going to use with a few other security apps. For example, in one of my machines running Windows 7 HP 64-bit, I have ZoneAlarm, Microsoft Security Essentials, Immunet Protect Free [Cloud AV] and Spybot - Search & Destroy for active protection along with Malwarebyte's Anti-Malware, Spywareblaster and SUPERAntiSpyware for on-demand scans/protection. Sound like overkill? I personally would rather be safe than sorry. And no, Microsoft Security Essentials and Immunet Protect Free, both anti-virus programs, do NOT conflict. One's traditional signature based, the other cloud.