Most products use checksums to detect replaced or modified applications. But there are other problems with outbound filters. Most personal firewalls do not detect if a malicious program uses a 'trusted' application to transmit data (look at tooleaky.zensoft.com). I have tested several products with a method similar to Bob Sundling's and only BlackICE PC Protection 3.5 stopped communication (Norton PF, Tiny PF and ZoneAlarm did not stop it).
There is no ultimate way to control all outbound communication. If you use your own low-level drivers, no personal firewall can stop you. Jonas