Using two firewalls is like using two surge protectors, it doesn't offer you any additional security unless you really know what you're doing.
As for which one's better, I have a pretty low opinion of both of those. Sygate tends to suck CPU cycles like crazy and can really screw with gaming, and Zone Alarm is the same way. Kerio's not too bad, but it can be a little slow getting to the configuration stuff... Outpost I'm reasonably impressed with. Light on resources, and it can do stateful inspections which would put it head and shoulders above the rest.
is it a good idea to use 2 firewalls? zone alarm and sygate? which one is better?

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic