Only the earliest version of XP (non-servicepack-ed) was suspect iirc. Eventually Microsoft got it's act together in plugging the holes in it's OS-es. But the public image damage was done. I see no reason to consider Vista, 7 and later to need the same treatment as the XP firewall. Imho the other 3rd party firewalls are pretty much bloatware. But then, I'm comfortable in editing the firewall settings as I'm a tech guy. Other less network-knowledgable people might have more trouble and need a simplified user interface that other firewalls provide. But from a security standpoint I don't think the Windows firewall is inherently bad.
Also, Firewalls are not equal to virusscanners and malware scanners. So you need to have both. Firewalls only look at where network packets come and go to/from, and checks what sort of packet types it is. It either allows or blocks and drops this based on rules. Whereas virusscanners and malware scanners check on a much higher level if something is indeed (or looks like) acting in a malicious way on a file/email level in the OS.
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