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Pro It lets you control application's disk writing permissions as well
Besides giving you control over what applications in your computer can access the internet, it also lets you select which ones are allowed to write to your disk, so if you're very paranoid about data leaking, this app is for you.
Pro User friendly interface
It resolves DNS queries, so instead of popping up with a generic question like "I wan to to connect to 22.214.171.124 on UDP port 16384", a more informative popup will tell you "I want to connect to talk.google.com".
Pro Prevents applications from phoning home
It can block both incoming and outgoing connections.
It's expensive when compared to other firewall software out there.