I find comodo the best software. Its an application based software. It's better because, it has a sandbox feature and a defense feature with many benefits. Such as HIPS detection, shell code detection, on access scanning, fire wall, port detection, heuristics scanning, shell code detection behaviour and protocol analysis. It lets you set control over the firewall and enables you to specify manual rules.
You can establish a virtual desktop so you can work protectively. I think that virtuial desktop app is benificial because it virtualizes the processes in your system. Its easy to not get infected online while using virtual desktop. Its not a sandbox but it has similar use.