I stumbled across and article that discussed the usability and effectiveness of personal firewalls.  The article was appropriately named "Usability and Effectiveness of Personal Firewalls by Computer and Information Science professors Herzog & Shahmehri at Linköping University in Sweden.  There is some interesting information within this article about firewalls.  It describes some of the basics as well as how users can increase the security of their personal devices via a strong firewall.  What else is described is the methodology behind the testing of the products included in the study.  Please follow the link below to the article:

http://link.springer.com/chapter/10.1007%2F978-0-387-72367-9_4#page-1

Herzog, A., & Shahmehri, N. (2007). Usability and security of personal firewalls. In New Approaches for Security, Privacy and Trust in Complex Environments (pp. 37-48). Springer US.