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Firewall Tests
GRC ShieldsUp
Tests for stealthed, open and closed ports.
HackerWatch
Simple probe or port scan.
AuditMyPc
Firewall test, Anonymous test and lots more.
PC Flank
Firewall and Browser tests and lots more.

iana.org
lists all assigned port numbers.

Browser Tests
Scanit Browser Security Test
Tests your browser for security problems and gives you a complete report explaining the discovered vulnerabilities, there impact, and how to eliminate them.
Jasons-toolbox
Browser security tests.

McAfee WI-FI Security Scan
Assess security risks introduced by your wireless network.