I recommend NOD32 for antivirus, it's small fast and finds over 99% of threats, many of which Norton missed. I don't see the need for a lot of extra Norton utilities on WIN-XP unless you change the system a lot (like move disks around resize disk, have very critical data, etc.)
The default XP firewall is rounded as not safe enough as it doesn't offer any protection for outgoing traffic. This is why I use ZA instead. As to Norton...well I have been their customer since getting first PC in '96 so it is a bit like "customer loyalty" to me.