Can't really do a solid comparison of both firewalls. I do however use Outpost Pro, have done since it arrived on the market. It has to be the most flexible and feature packed firewall I've come across out of Blackice, ZA Pro, and my old favourite AtGuard - which Outpost is very similar to.
I'd recommend trying out its free version of Outpost v1. Currently Outpost 2 can only be obtained by purchasing it, and no free 'lite' version is planned. Outpost blocks ads, flashads, popups, has huge customisation on a lot of various web elements, the list goes on and on. So far I've got 5 friends to try the firewall with all of them loving it.
Never tried Sysgate though.