I used Little Snitch on Mac a few years ago and liked it, though I wasn't a fan of how (necessarily) deep it had to be in the OS to work. It felt like one of those things where, the moment you have any kind of network connectivity issue, it's the first thing you need to disable to troubleshoot because it's the weirdest thing you're doing.

I guess what I'd really like is a middleware box or something that I could put on my home network, but would then still give the same user experience as the normal app. I don't want to have to log into some web interface and manually add firewall rules after I find something not working. I like the pop-ups that tell you exactly when you're trying to do something that is blocked, and allow you to either add a rule or not.

I'm probably straddling some gray area between consumer-focused and enterprise-focused feature sets, but it would be neat.