Before I switched over to Comodo I used ZoneAlarm for several years. Why did I switch? Simple answer is I’m cheap. By most standards, I think ZoneAlarm was, and still is superior to Comodo. The interface on Zonealarm is much easier to work with compared to Comodo as well.
Both of them allow you to block malicious programs before they start, they monitor your PC for any program connecting to other locations. This means that if you’re hit with an exploit from an email or anything like that, Zonealarm can help stop the program in its tracks before you’re even infected. Now, some exploits can bypass zonealarm and comodo, but it’s rare, and no matter what you’re running at that point you’d be infected anyway.
For basic security, I always recommend people run either ZoneAlarm or Comodo along with NoScript on Firefox. As I mentioned in previous posts, reading over your email very carefully and verifying links is something you should always do. It gets pretty easy to see which ones are phishing/exploits/malware once you’ve seen enough of them. They play new tricks a lot but they’re still easy to spot once you get the hang of it.
Anyway, ZoneAlarm gets an A+ rating from me, it’s something that truly can protect you if you use it wisely. If you don’t read over the prompts at all and properly configure Zonealarm, things might not be protected as much as you’d want.