What? They have the Internet in Canada now? (I kid! I kid!)
But yeah ... I use a Linux or BSD-based NAT router, and that's enough firewall for me. I only forward a few ports to a select few applications, and I'm not worried about outgoing connections, since I'm fully aware of what I have running on my computer (and don't stupidly run executables with which I'm not familiar). I use CS-AV protection ... that is, common sense anti-virus. It's worked flawlessly for me for the past ~17 years

.