Revision - added 2nd para.
Further investigation into the firewalls built into routers indicates that they're not much of an impediment to hackers. An effective firewall requires a more thorough examination of incoming data, and customized set-ups.
Besides, firewalls are all ultimately based on software, and unless you're prepared to perform a thorough analysis of the software, you won't really know what it does. This is ultimately why I recommend keeping data you want to keep private on a computer that is never connected to the internet, and which has no wifi capability. If it has wifi, it's possible that it could be remotely activated and broadcast a beacon to "the NSA."
So, unless you want to dance with hackers, it might be best just to keep anything you want to protect on a separate PC, such as a mini-PC running Ubuntu on a flash drive (with data kept on separate identical encrypted flash drives - see my related blog here), which is never put online, and just assume that the "NSA" rifles through it your online computer at will. In the immortal words of Judy Tenuta, "It can happen!" Since it CAN happen, assume that it is happening. Scruples aren't part of the equation, as one can surmise from my post on the bombings of Hiroshima and Nagasaki (here).
By the way, the recent "scandal" over NSA "snooping" strikes me as a mischaracterization of the real issue - a standard technique in organized Satanism's bag of tricks. The sort of "scandalous" data collection being "exposed" seems reasonable, and I would consider the NSA to be negligent if it DIDN'T do it.
What bugs me is such stuff as the recent incident in which I took a tiny screen grab - a single paragraph - from copyrighted material (hardly a "copyrightable" passage - just a codification of what I assume is common knowledge) on Google Books, only to have the copy utterly disappear during a copy/paste operation, and to find a few minutes later that the page of interest had become unavailable!
This seems to imply that someone was monitoring my screen, and considering what it would take to remove a page from Google Books, this implies high-level access, not some rogue hacker playing games. This is what I mean by "NSA," in quotes - a sort of super-NSA black op for which the official NSA serves as a smokescreen, and which is never revealed because of the implications for what our government actually is.
Similarly, if someone does something really low, such as deprive you of sleep for no good reason , they aren't a complete human, but a psychopath (or worse), who cannot be forgiven for it because it's not something that they did, but what they ARE and will always be.
 Assuming, for example, that sleep deprivation has a place in legitimate interrogations, although my idea of a good interrogator is someone who reads people like books.