I also use AVG
I recently had to reformat my PC due to some virus probs, didnt have AVG or any firewall stuff on my pc, stupid me,
anyway a friend of my recommend AVG FREE and ZONE ALARM, both are working like a dream for me, I have 2gb of ram so running them 24/7 is no issue there. I definitely recommend those 2 programs. Both free, Zone Alarm is just a basic firewall but its working great for me.