Windows firewall is okay, it always has been. Don?t mistake what it is for something else. It is a helpful component of a defense in depth strategy. My assumption is primarily that we are talking about home networking. If you are connected directly to the outside world and you are just relying on your firewall for protection then you?ve probably got some bigger concerns.
Asking normal users/family members to keep up with outbound rules and inbound rules per box is asking a hell of a lot. Even the most dedicated security practioners will fall into the ?Next, Next, Next? trap when presented like that. Fortification strategies are starting to go down the toilet for big business, but it is still effective for home users. There are so many that don?t have any defense, why not go for the low hanging fruit. All security is, is making yourself less attractive than your neighbor. Get yourself a decent gateway with a good firewall, set your outbound rules there. Save your main PCs resources or better yet, trade those outbound fw rule cycles for some HIPS/File Integrity Management.
For good measure, hopefully you aren?t doing your daily tasks as a local administrator, that is all kinds of bad juju.