Mike pretty much hit it on the head in his last post
I tend to deal with home users rather than the large numbers he mentions, but even there Zone Alarm is simply too much of a handful for most users to configure
Compound that by regular as clockwork (twice a year on average) rogue updates that break internet connectivity, then personally I feel its not suitable for someone reliant on self-help.
The windows firewall is simple, does not require configuration and - except in situations where the PC is directly connected to the internet - it just works