The title says it all really.
"a" firewall, as in any at all?
or did you mean just hardware or just software, or both?
I have a hardware firewall active on my modem/router.
Do I also need a software firewall such as ZoneAlarm, Comodo or Sygate?
Here, you've used the word "also", so you're asking if you should use both your hardware firewall and a software firewall at the same time.
Good question - it will be interesting to see the answers you get.
As I understand it, hardware firewalls do an excellent job of what they do.
and that to is block ports one way - inbound.
They don't block outbound traffic.
Software firewalls can do that. So - would you feel comfortable without outbound monitoring? How close an eye do you keep on your computer?
Are you apt to install lots of programs, some perhaps a bit shady, that might start sending out data without your intending it?
See what I mean?
If you are comfortable with just inbound protection, then you can do away with your software firewall.
Or should I just leave the Windows XP firewall active instead?
Almost always, I read that the WinXP firewall is better than nothing, but better would be to shut it off and use another, such as you listed.
Or, should I just rely on my hardware firewall?
...
That's what I do now.
After a while of using both hardware and software firewalls at the same time, I decided to stop loading and using the software firewall. I didn't see the need for it here.
That's just me. Again, I'm looking forward to following this thread, - I might learn something too.