Found this on another site. Not sure if its any good or not. It tests how good your firewall is.
https://www.grc.com/x/ne.dll?bh0bkyd2
I've always used this one :
http://www.hackerwatch.org/probe/
and selected the 'Port Scan' option.
I can't vouch for how good it is, it always tells me there are no open ports though.