The layering concept of security certainly applies. There is no one perfect solution as it depends on your needs. Really any free solution would be fine. They all are essentially the same at that level with only interface differences. That is the windows firewall is still considered. Network level solution exist more than just NAT but NAT still has it's place. I personally use untangle NG at home. For $50 per year, I can do a heck of a lot of protection for my network. I have 4 kids which says it all right there, but I know that solution isn't for everyone. Consider just trying the various programs and choose the one you like.