Best Firewall?
 

It is Comodo and Outpost, for windows. Iptables on Unix.

I used to use firewalls like Comodo but then just opted for regular old Windows Firewall and Microsoft Security Essentials...I haven't had a virus or a problem in years.

You need to control traffic in and out, windows firewall does not do that very well. However on a server windows firewall is what you use yes.

It's the most easy one to circumvent too so on a dynamic environment like your home pc, it is low on the food chain with windows firewall. the Bottom actually.

Persistent environments like a server need to be injected too achieve a forced set of dynamics. It's a all a preservation game with servers right, and response times. Windows firewall's only function.

or an external box r on a PC?

For an external box then defiably Iptables over Linux.

The have a custom script set up your filters and triggers.

Actually friend it is port forwarding and that's it, no lag and nothing for software/hardware. You are not finding much less attacking a single port unless you are very fast.