I use NOD32 as well. I think it's the best of all the AntiVirus programs I've tried. Little or no noticeable performance degradation when using it and it catches virii really well.
Firewall wise, any firewall is good providing it's properly configured.
ZoneAlarm is probably one of the easiest to configure for the novice user and is fairly secure out of the box.
For the advanced user / techie / geek, you would probably consider a hardware based firewall at the perimeter of your network too.
The best way of keeping your computer secure is to use common sense though.
Turn off all unnecessary services and features of your operating system, don't install software you don't trust, don't give your passwords out to random people, don't use simple passwords, etc...