At one point, I got some kind of deal on Shadowsurfer and tried it for a while. Worked well enough, but I've used Sandboxie for a long time and like it. (I even use it on my P3 "sandbox" machine! <bg>)
I did check out Greenborder and it's really slick, but you have to renew the license each year ($30!), and I'm too cheap for that. Just ask Bite-sized trouble.