I've tried Comodo several times, but personally I don't like it. My gripes are as follows:
1) It assumes hard approval or denial of each new rule. There doesn't appear to be a way to establish a rule based on port, protocol etc. when the first popup occurs. But instead, you have to fiddle with denying an application first and tailoring the method of access later.
2) It builds a database of applications, which are considered trustworthy but then doesn't list the ruleset internally to modify.
3) It's buggy, if you change a specific rule several times it sometimes forgets to display the results of the change or combines them with a similar rule of the same application incorrectly.
Your mileage my vary, but when I look for a firewall I look for the ability to lock an application specifically to what I think it should have access to. Comodo is to much like Zone Alarm or in other words a firewall for the masses (not flexible for the power user). Personally I think Kerio 2.15 is the best firewall out there, and yes it doesn't handle leak tests but then again no firewall is perfect.
Good Luck, FM