In the real world (is the net the real world, discuss) iam involved with system (in)security.
I hope the following is of intrest and would suggest you should have the following security tools on your machine.
AV
Their really is nothing to chose between AVs, i see many examples of malware every day that are detected by AV a + B but missed by C + D etc etc, genenraly we check 41 AVs with each piece of malware, its very rare for any malware to be detected by more than 50% of them, so what ever you have, it WILL miss SOME malware. So further protection is required. However you must NOT run more than one AV at a time, they will conflict and you end up with less protection, not more.
Firewall
If you use a Router, it will contain a NAT firewall, that is the strongest type of firewall you can have, and will protect all the machines behind that router.
You should also use a software firewall, there are many free ones available, and most (all) internet secuirty suites contain them, again its a matter of choice to what you use. One word of caution, the bulit in firewall that comes with windows XP is one way only, it will stop inbound traffic, but not unathorised outgoing traffic, so if you get infected the malware can still phone home for more, so use a third party firewall, not XPs. Windows vista and 7 are both two way firewalls.
AntiMalware/AntiSpyware
MalwareBytesAntiMalware is currently about the best in this class, and it has a free version, the paid version gives you real time protection, the free doesnt, but has all the other facilites that are available in the paid version. Just keep it updated and run regular scans with it, it will rip out most malware that gets past the AV. Mbam is currently the first tool of choice used by the malware cleaning community.
Spybot used to be very good, but in general has fallen far behind MBAM in its efficeny, however it does have one very good tool included, tea timer, and is well worth using just for that, see below for more details.
Registry protection
Not everyone is aware of this class of protection. Most malware will attempt to make changes to your machines registry, if you can block unathorised changes, the malware cant install itself, so you stay safe(er). The best way of achieveing this is by way of one of two tools,
Tea Timer which is part of Spybot.
WinPatrol both programs are free (winpatrol has a paid option, but that isnt needed to get the full protection provided by the programe) and will protect you against unauthorised changes beng made to your registry. You can use both programes together, i have both installed on all my machines, and havnt seen a conflict yet. One word of advice, when you install a new programe, both spybot and winpatrol will see the registry changes the new programe makes, and will ask your permission to accept of decline the change, you will have to accept the changes for new programs you install, or they wont work!
Other
Sandboxie is a programe that runs other programes, such as your browser within a "protected enviroment", it works a bit like an internal firewall and limits a programes activites to the sandbox, so any malware is restricted to the sandbox and cant spread to the rest of the machine. Sandboxie is shareware, with a nag screen after 30 days.