I use NIS03 and wouldn't switch to anything else at this time.
One thing that I can say about ZA pro is the fact that all ports by default are to the "stealthed" mode without having to configure the firewall.
When the MSBlast was first appearing I checked the first 1035 ports at Shields Up and all was good.
ZA pro is IMHO the best firewall out there.
WB
EDIT, BTW Neo, i'm by no means suggesting to dump one prog for another.
Not being all that knowledgeable about firewalls to begin with it was nice to have ZA working in the background without having to worry about "tweaking" the app.