temo: IMO a firewall well not stop you from being infected or attacked; at best it will reduce the likelihood of some attacks (firewalls themselves aren't perfect after all; in fact, many firewalls will end up reducing the security as they themselves can be exploitable - hardware firewalls are less likely to have the same problem (although it's not impossible, obviously) but can give a false sense of security). It will not stop passive attacks, for instance.

So far, the best use of a firewall I've found is to stop damn script kiddies polluting my logs...

I would be interested to hear why you feel a firewall is useful, of course.