OA can be a bit of a nag, esp. during installation of new software. But it's easily trained (by clicking "trust this program" and "remember my decision"). When OA pops up during an install you click "trust the program" and "install mode" and you won't be nagged through the rest of the installation.

(Scroll down at the page linked below to find " Best 'Firewall Only' Configurations for Basic Protection and Less User Involvement" with an option for modifying OA to be less of a nag.)

Originally I had Kerio and Avast. Then I switched to OA firewall and has issues between that and Avast. Others had similar problems. Since I didn't want to abandon OA, I ended up switching to Avira AV, which I like. But the vast majority apparently have not had any incompatibility issues between Avast and OA, so it may not be in your case if you decide to try it.

I no longer recommend comodo due to some questionable business practices and dealings with non reputable companies. Not a good idea for a supposed security product.

OA is also a good product. Outpost and Ashampoo are other options.
once you have one the best way to determine if it is doing it's job is to head over to GRC and run the tests on your system to see how locked down the firewall has you.
LeakTest
ShieldsUP!