I'm looking for a reliable firewall that will protect my system and also which isn't bloated with features that I dont need or with annoying GUIs.

ZoneLabs' ZoneAlarm firewall is my personal favorite on Windows. 

iptables is my personal favorite on Linux. 

ZoneAlarm caused some problems with my firefox, I've been using Sygate Personal Firewall for awhile and I like it.

Sygate Personal Firewall has been discontinued, IIRC.  I highly recommend NOT using a closed-source security product that's been discontinued.  If a vulnerability is found in it, you are completely open to it, and because there is nobody to maintain it you'll be vulnerable forever.  Same idea as the Witty worm which spread by using a vulnerability in Black ICE, then wiping out your harddrive.  The difference is, Black ICE is still being maintained, so they patched it quickly.

If Sygate Personal Firewall wasn't discontinued, and I'm mixing it up with something else, then please ignore all that.

I've used ZoneAlarm on several different computers, all of which used FireFox, and have never had a problem, so that's odd.

He may be thinking of ZoneAlarm's tendency to conflict with Firefox's rather silly IPC-over-TCP.  Firefox likely needs both client and server privilege from the firewall, since it binds sockets on localhost and then connects to them to communicate with itself.

http://force.coresecurity.com/index.php?module=base&page=about

Try it out, I haven't used it but it looks promising, seeing as how its based off of pf.

[quote author=Kp link=topic=13811.msg140881#msg140881 date=1136601635]
He may be thinking of ZoneAlarm's tendency to conflict with Firefox's rather silly IPC-over-TCP.  Firefox likely needs both client and server privilege from the firewall, since it binds sockets on localhost and then connects to them to communicate with itself.
[/quote]

I have a problem with firefox + ZoneAlarm, and this does not fix it.

I just use a simple one, and use Tcpview.