i've just woken up this morning and the first thought that popped into my head was how will my router firewall know which programs are good or bad if all it does it use port numbers in the rules. well, obviously, like you've said - it won't.
-nudone
Unless you spend a decent amount of cash and get something that filters by content rather than just ports... but that costs, and isn't really necessary for a home network IMHO.
Btw, uTorrent supports UPNP, so you don't need a static mapping for that - but okay, some people feel UPNP is über-insecure and evil, etc...

it was reassuring to see the popups from zone alarm for out going requests but i guess most of (if not all of it) was from harmless apps just wanting to call home.
-nudone
And that's basically all you were going to see - at least last time I looked, the PFW leak tests weren't very uplifting. Okay, while PFW wouldn't stop intentional data smuggling they still make it harder to use your box to directly infect other boxes on the net (since that requires specific ports), but IMHO it's more important focusing on not getting malware on your computer than trying to stop it from spreading

I do miss the "hey, this app is trying to phone home!" false sense of security, but I don't miss PFW popping up while starting a game, which turns out to be badly coded and unable to handle being switched out of

I also don't miss how some PFWs seem unable to handle a massive amount of connections (ie., torrents or other p2p traffic). Nvidia's NAM for their NForce chipset is renowned for BSODs and memory leaks.