> I prefer to have a software firewall as well to stop outbound traffic.
That's the only use I can think of for a software firewall.
However, if you have something malicious attempting an outbound connection then you are screwed anyway as, by that point, it's got full access to your machine ...
All, well mostly all!, legitimate software that 'calls home' (usually just to check for updates) will tell you it's doing it (and how to turn it off) if you bother to read the docs. But, for that, I have probably the most useful utility there is installed, namely WinPatrol. This will warn you (and let you stop) of all attempts to insert 'applets' that do this.
Conclusion: still no need to have a software firewall.