I've looked in the Anti-virus thread and I can't find anything about this. So which is better, ESET Smart Security which has Firewall & Anti-spam or a stand-alone firewall? Also, if I get Smart Security should I keep NOD32?
standalone is generally considered better than all-in-one, and this has been backed up in studies (can't think of one offhand). If you are using windows XP I suggest sygate personal firewall (available from www.oldversion.com). ESET NOD32 is one of the better antivirus packages.