Can UDP in block prevent unwanted network activity?

You said "I want to be 100% sure that my machine only connects where and when I want it to", but do you have a strategy for covering what is sent? UDP in block is always a good idea, but to browse the web you'd want to be able to connect out on port 80, and at that point malware has a way to communicate out. You realise this, so you block all IP address destinations too except ones that you allow; great, that should do it. You like stackexchange and want to post there, so you open up to the SE servers, and you probably want Google and some others. At this point you are already vulnerable because malware could send data from your machine to an account on stackexchange, google, or elsewhere by logging in to a specific account and storing base64'd encrypted data in the account profile for later extracting. Having content filtering might work, but it could be hard to configure. Of course you'll be on the lookout for your firewall alerting to transfers at a time you didn't expect, but smart malware could wait until it sees you sending or receiving data from stackexchange, for example, and send data at the same time to appear to be part of your traffic. Would you then notice the extra connection and traffic, or just assume that it was your browser opening up more than one connection, which it will tend to do anyway? I've deliberately painted a bleak picture that while improbable, is entirely possible, and so the answer to your question has to be a "No". The only sure fire safe thing is never to connect it to the Internet.