I've tried a few as well.
I started off using the free version of ZoneAlarm firewall, although that particular version has been obsoleted a few years ago so I won't give it any more mention.
After the free version stopped being supported, I upgraded to the paid version of ZoneAlarm Internet Security Suite, and am still using it on around half of my computers. I found the menu system to be a bit obtuse at first (like, unblocking IRC meant going into IM Security, then Advanced, then Options, and then unchecking the box... a very non-obvious place to put that option), and I found that the scanning speed was rather slow and it detected a few false positives for programs that I used to use a lot (such as SmartMusic). For the false positives, I've found their customer support to be rather helpful as it was soon fixed. With a more recent update, their scanning speed has improved dramatically. My main gripe with ZoneAlarm still is their firewall -- I find that it tries to notify me of events too much on its maximum security level (which if you used it you would know that there are basically three levels, a low security level, a "learning mode" where it figures out what programs are good and bad for 21 days before switching up to max, and then maximum security). When on maximum security, it started warning me about things that it didn't care about it learning mode, even though I used them in learning mode a lot. These notices would frequently get in the way of what I was doing, so I just manually switch it back to learning mode every 21 days.
I've also used the paid version of AVG, which has an even dumber interface than ZoneAlarm from my experience. I still find it difficult to figure out where particular settings are located, and the menu for changing the more advanced settings is rather slow to update, refresh, etc. AVG also seems to have one of the worst scanning speeds I have ever encountered. Even if I set it on the quickest scan possible and set it to scan "infectable files only", it still takes a good 2 and a half hours to scan my 320 GB hard drive, of which only ~250 GB is being used -- and this is on a 32 bit machine with the max RAM that 32 bit machines can address. One thing I like about AVG is that it doesn't really get in the way with alerts and such, it just does its thing. The license period is also 2 years instead of 1 year, which is a nice perk too since it reduces the costs.
That said, I'm looking to try out Norton as a replacement for AVG, and possibly as a replacement for ZoneAlarm as well, as I've read some good reviews about it on Consumer Reports and elsewhere. I might post back with my experiences with Norton, but it's unlikely.