I do agree that NOD32 does a great job. I could see paying if it was 10%, 20% better, but for such a small difference in protection, I just don't think it's worth it. I can think of better things to spend my money on.
And if you were infected, wouldn't you want to have a way to know that you let malware in instead of going along merrily thinking you're ok? I'd rather know I was owned as soon as possible, so I could fix the problem as soon as possible. I agree with MrRipley on that.
And most people know a user can ignore a warning from their protection software, thinking it's a false positive or whatever the reason, and let a virus in.
Using a software firewall on top of a hardware firewall is just added protection. It doesn't use up system resources,(hardly so), or not play well with other programs, and if you use a free one, it doesn't cost you anything.
It really boils down to how much of a risk do you want to take. If you feel comfortable with your ability to stop or fix a malware problem, then don't run a software firewall on top of your hardware firewall. If you like to have a handle on what's trying to connect to the internet, and have the ability to say yes or no instead of blindly allowing a program to connect without knowing why, then you'll want to run one.
Wabbit