I personally use Intego's NetBarrier (http://www.intego.com) but if you are not familiar with firewalls or firewall configuration then i would suggest trying out the built in OS X firewall. (under sharing preference pane if your using tiger, security if your using leopard)
also, do you connect to the internet through a router? because if you do, then no firewall is really necessary as long as you dont forward any ports (or put your computer in the DMZ :O ).
Almost 80 euro for a firewall on a system that is suppose to be bulletproof?
Whomever said hype is a four letter word was right.
I should have spend my money on this firewall instead of leopard
(leoprd broke flip4mac and now i can't get my video out to a waiting customer.. aarghh)
Can't really agree with you on the router being safe issue either unless it is a router that has a invisible option. But even then once they do find you 99.9 % of the routers is way to easy to pass.
Want to be really safe on your mac? Well first of all: make a user account with no admin rights and start using that one. Set access to specific services and applications, because you only need to add the programs that have to receive a connection. Anything outgoing like mail and browsers will work. The smaller this list the better off you are.