Greetings
Actually, it´ll depend on what you want to protect. The majority of the firewalls are good, the problem is that many users just don´t know how to deal with them. I can´t blame them for failing to do that seeing that it imply knowledge of IP protocol. packets and so on and it´s boring, boring. But, If you are used to Internet and firewalls terms, dealing with it will be very easy.
Tracking IP, sometimes doesn´t work quite right. I mean, it may work all right with fixed or sites IP, but if you want to track a user IP, that only be possible if he or she is not using a proxy(free proxy sites on the web for example)
If you can´t find a free and "easy to deal with" you could buy one. Sometimes, your private information worth much more than some bucks. The one i use is the Outpost and i only paid 49 bucks for it.
zorg