Sorry, but it's hard to give meaningful advice without more details. What threats are you hoping to protect against? Is it for your own machine, or someone else's? How experienced and cautious is the user?
1) Comodo Firewall
2) Comodo Host Intrusion Prevention System (HIPS)
3) Comodo Sandbox
4) Microsoft Enhanced Mitigation Experience Toolkit (EMET)
5) Peerblock with an iBlockList subscription
I've also got MalwareBytes and ComboFix for on-demand scans once in a while.
I have Windows Firewall and Defender both disabled.
Sophos at work which I find kind of meh.
Avira if I need something free.