I assume , since you have a laptop, you use it in more than one location. Hardware firewalls (built in routers) are the perfect solution, unless you require portability.
Door Stop X is a good (stateful packet) firewall solution and latest version is SL (10.6.x) friendly.
http://www.opendoor.com/doorstop/DoorStopFeatures.html
Little Snitch is another good firewall solution.
http://www.obdev.at/products/littlesnitch/index.html
These firewalls work with SL's excellent Application firewall. These allow more flexible configuration
options, allowing you to grant specific permissions to your trusted applications or to prevent
others from establishing particular Internet connections at all. Also you can shut select ports
off completely if desired, additionally, detailed information of all incoming and outgoing
network traffic is logged.
If you want the ultimate security when bouncing around mobile, then use a vpn tunneling
service like anonymizer universal. Anonymizer Universal, and SL's firewall is definitely the
complete mobile solution.
http://www.anonymizer.com/universal/
Kj