Even Narrower
I gave the latest version of Comodo Internet Security one more try. I used the same, latest, greatest CIS_Setup_3.11.108364.552_XP_Vista_x32.exe, but this time, I installed ONLY Comodo Firewall in its most minimal configuration ("Firewall Only", as opposed to "Firewall with Optimum Proactive Defense" and "Firewall with Maximum Proactive Defense+"). Preview continued to work in CSS Sculptor after installation -- right up until I checked for updates to Comodo Firewall and downloaded/installed them. As a result, I now believe that something in the updates is turning on a piece of their Defense+ kernel and thereby breaking CSS Sculptor's preview function.
If you take the same setup and choose a different option, e.g., install Anti-Virus and Firewall, you break the CSS Sculptor preview right from the start. If you install ONLY the firewall, but in anything other than the "Firewall Only" option, you still break the preview. In each of these cases, the Defense+ kernel is being installed. Only in the scenario I described above (i.e., "Firewall Only") is the Defense+ kernel NOT being laid down during install. However, it apparently is if you update anything.
So for now, and for me, it's definitely AVG 8.5 Free and Windows Firewall. If I have time to find out if ZoneAlarm Free Firewall is any friendlier to CSS Sculptor, I will post that info here. Other suggestions for a good free firewall are obviously welcome!