They are both very good, but I don't know what everyone is conplaining about with BlackICE. It only yells at you for recieving and send ICQ messages because you have it setup to monitor/block the port number that ICQ uses, and in my book that is a VERY GOOD thing. What it means is that by default your system is pretty much locked down, and then you open up ports as you need them, not the other-way around. If it was the other-way around, you wouldn't even notice if someone is able to breach you firewall because several ports were open that didn't need to be.
I also have not had any "blue screens" from BlackICE, only an occasional "Program has performed an illegal instruction" error in which case I just click on close.
I have used both programs and I like BlackICE better, but if you can't don't want to spend $40 (or $10 with the best buy deal (might be over) )...get Zone Alarm, but you do need something. BlackICE saved me several times, and I was able to have the offending intruder(s) prosecuted every time that the offense was serious.