A firewall doesn't really protect against spyware/adaware,
firewalls are like internet traffic cops you use firewalls to set up who or what programs are allowed to get in or out of your computer,
the spyware/adaware protection in comodo's firewall is the defense+ feature defense+ is a HIPS (Host Intrusion Prevention System) not all firewalls have HIPS included in them,
HIPS are excellent against spyware/adaware and even virus infections as long as you know how to answer the pop ups they give you,
basically you get a 50/50 chance that you'll answer right when it pops up asking you about a new program that wants to either run, monitor your keystrokes, set a global hook, etc, you have to either allow or block that request,
comodo's pop ups are usually pretty helpful on whether you should allow or block a programs request and you could always google some thing you don't understand before either allowing it to run or not,
the latest versions of comodo firewall have an on-demand version of comodo's anti-virus that you could run every so often as a second opinion to NOD32 though comodo's anti-virus doesn't have that great of a detection rate yet since they're still working on it,
there's no tests on comodo firewall out there yet
that I know of since it's still pretty new I think it only came out of beta in november.
NOD32 I've never used but always heard it was very light on system resources and I am usind comodo firewall pro v3.0 and it is light on resources but I've always heard that spyware doctor was heavy on resources,
which version of spyware doctor were/are you using the free or paid?
spysweeoer is supposed to have good detection but like spyware doctor I've heard that it slows down your pc, maybe not as much as spyware doctor? I'm not sure,
http://www.webroot.com/En_US/index.html
and you could try out spyware terminator
http://www.spywareterminator.com/ last time I used spyware terminator it wasn't that heavy on resources though that was awhile ago and it's free I don't know of any tests for it though.