So, do you need an outbound firewall? Two people say no.
I agree but I disagree. I like the idea behind an outbound firewall, but in practice, I find they don’t work. The human element makes them fail. Whenever a computer asks for permission to do something, people generally fall into two camps: People who say yes all the time, and people who say no all the time. With the people who say yes all the time, the malware gets to do whatever it wanted anyway, so the firewall fails to do its job. With the people who say no all the time (Why does Internet Explorer want to connect to the Internet?), nothing works.
Ultimately, the argument against them is that if you don’t trust a piece of software to connect to the Internet, you shouldn’t have that software on your computer at all. I agree completely with that argument. Only install trusted software that you get from trusted sources, learn how to check the MD5 or SHA1 signatures to ensure the software is what it says it is, and then and only then install it.
A firewall is one of the most basic of security tools. You need one to protect yourself against basic threats. Not having one is negligent. But trying to turn that firewall into something other than a basic tool–something it’s not–generally isn’t going to get you very far. A firewall with training wheels on it isn’t a substitute for security awareness.
And here’s the thing. The Windows built-in firewall does block certain outbound connections, mostly on antiquated ports that are generally used for malware more frequently than for legitimate purposes anymore. It just doesn’t jump up and down and tell you that it’s doing it. It just quietly does its job, which is exactly what you want your firewall to do.