Most firewall programs I have seen seem rather bloated in my opinion.

Well if I'm not using Linux then I usually use ZoneAlarm....but it's been quite awhile since I've used that so I'm not sure what it's like these days.

I use Kerio Personal Firewall which is reasonably compact and offers port range rules/exceptions, but it does also include web filtering (although obviously you can turn this off).

I don't especially like it's interface, but it does the job. It's memory footprint in the XP tasklist is around 30MB which is not exactly small! Dunno how this compares with other firewalls.

KPF is now owned by Sunbelt Software.

http://www.sunbelt-software.com/Kerio.cfm

Sweet Lion of Zion, 30 MB seems quite a lot. I wonder if anyone has used Winsock Firewall. It is developed by a single person which is why I wouldn't trust it very much - but it is open source.

Another one I found on the web is named Filseclab Personal Firewall Professional Edition. It seems to be free but you can buy the Source Code. Strange.

The best firewall is a hardware firewall. Maybe you can find an answer into your own router...

Many nForce chipsets come with a hardware firewall. Its the only one I have running.

I would have to agree that software firewall programs are bloated, annoying, and can only help so much due to having to cope with the limitations of Windows.

I run a firewall on my Linksys WRT54G w/DD-WRT firmware and I've never caught a virus. Firewalls really only help against worms that spread through open holes in the operating system, which is a very small subset of the viruses out there. Firewalls won't help against viruses contracted via infected files you download, nor against viruses contracted by using Internet Explorer.

It's actually safe enough in my experience to install Windows, turn on the M$ firewall, download all the updates from Windows Update, then turn the firewall back off. But, then again, I've been connecting through routers for quite some time now.

I am connected to the Internet via a Router. It's only that my notebook is often connected to other networks where I can't rely on the security measures which are in place there.

Edit: The only virus I ever had on my computer was the infamous Sasser (apart from a Tequila in the good old days) who indeed found a hole in one of Windows's services. I only deactivated the firewall for about 3 minutes and contracted the virus. It was on day one of the Sasser infection so this was really bad luck.

Zone Alarm is probably the best free one for Windows. I would use it over the Windows Firewall for the simple fact that it also checks outgoing too and requires each program to be allowed access to the local network or internet before they can connect. Since you said you want it on your laptop I would assume that you would not want a hardware firewall since that would be another piece of gear to drag around.

My work laptop has Tiny Personal Firewall on it. It does the job and I like the Rules list on it better than ZA. A friend uses Agnitum Outpost and says it is very good, but I don't have personal experience with it myself.

The best, though definately not the cheapest most would be a hardware firewall. The Cisco Pix 501 is not much bigger than a couple decks of cards so it could be portable. I have seen the Pix 501 going for as little as $250. Some knowledge of the Pix command line or Cisco IOS would be required to get the most out of it though.

If you have an old PC around with 2 Ethernet NICs you may want to try Smoothwall http://www.smoothwall.org/