I have been using Zone Alarm's firewall for years (both the free and paid Pro versions) and have never had a complaint or problem.
As a computer support professional, I have to maintain familiarity with a variety of products, and so, I run Norton, McAfee, AVG, and ZoneLabs products on one or more of the machines in my network. This gives me a good opportunity to compare each product side-by-side.
I recently installed ZoneAlarm Security Suite on two of my computers, one of which was already running the free AVG antivirus app. The installation was straightforward and proceeded on both machines without a hitch. While I am an expert user, even the novice will do fine if he/she simply accepts the default settings. Zone Alarm and AVG coexist nicely and in two months of use, I have had no conflicts whatsoever. I also am running Microsoft Antispyware (Beta) and CounterSpy from Sunbelt Software on these machines. One machine is Windows 2000 Pro, the other is Windows XP Pro. Both machines have plenty of RAM and hard drive space.
While I might concede the point that with an integrated solution when one component fails you might lose the remaining functionality, I have not had that happen with ZoneAlarm Security Suite. I HAVE had that happen with similar products from Symantec and McAfee, however.
If you run ZoneAlarm Security Suite and concurrently run the free AVG Antivirus, you will still have AV protection in the unlikely event you have a problem with ZoneAlarm.
One feature I like about ZoneAlarm's Security Suite is it's spam filter, which integrates extremely well with Outlook Express (I have yet to try it with Outlook).
It is worth noting that ZoneAlarm Security Suite works best with Microsoft Internet Explorer and Outlook/Outlook Express. Unless I am mistaken, Mozilla-based products are not currently supported, though ZoneLabs says they are "working on it".
If you are a mainstream user, with Internet Explorer and Outlook/Outlook Express, I wouldn't hesitate to recommend trying ZoneAlarm Security Suite.
Doctor Micro, Inc.