LittleSnitch is also not a firewall. The built in firewall in OS X is as rock solid as any appliance you will find. As far as a gui front end goes for it, separate to what is already available in System Preferences, what has been suggested already does the job very nicely.
http://www.hanynet.com/waterroof/ - Water Roof. Do you get the pun? Water/Fire Roof/Wall