I use a router (NAT) but in my visable computer option I have it check and a fake internet address entered (this addresses a Telnet problem by making incoming packets on Telnet hit a deadend street) I then have both Zone Alarm and Sygate (Both are free to Home users). Both of these products are excellant. Both of these programs look at what is coming into your computer instead of using a group of preinstall traits. This means that these firewalls are always learning on their on. Additionally Zone Alarm allows you to trace the flagged web address.
Next I am using a program called SurfinGuard Pro, this program is a sandbox that blocks Active X scripts, Java applets, executables, embedded objects, scrap files and script files that might invade your computer sendin information or rewriting files. AND GUESS WHAT! IT'S FREE ALSO FOR HOME USERS)
Get a Router, then go to the following links to download the programs.
http://www.securityportal.com/ (Firewall Download links)
http://www.finjan.com/ (for the SurfinGuard program)
After you install them go to
http://grc.com/ (Not Mistyped) and you can test your security using the "Shields Up" tester. Then on the Finjan Site you can test the other blocking.
If you are worried about Spyware (Doubleclick, Bizrate) you can download Steve Gibson's OptOut for free at the grc.com site. Another item that helps with Spyware (they reside in your cookie files and Temporary internet files) is Windows Washer from
http://www.webroot.com/ This is a program that washes items like cookies, temporary internet file, IE5 Form complete, Document tracks, Recycle bin, and is cutomizable with free downloads from webroot. It also has a bleaching feature (Overwrites files a number of times with a sequence of ones and zeros before erasing them)that make files unrecoverable. Its a great program and additionally frees up a lot of space by getting rid of a lot os Garbage that would take you several minutes to get rid of. The program is downloadable for $29.95 (there is a 15 day trial that you can get for free)
So you buy a router for $149.00 and Windows Washer for $29.95, install the other free programs and put the rest of the money to some other use.