And, of course, Lavasoft Ad-aware SE is free.
Check out the products at
www.javacoolsoftware.com
Their Spyware Blaster will install blocks for hundreds of known-bad web sites. And their SpywareGuard runs in the background and watches for spyware. BUT, if you have XP I'd probably say go get Microsoft's Antispyware Beta. You can download it (free) right from their home page.
So my top choices:
[antivirus] - free option AVG Free. For-pay, I've had good luck with Panda's stuff.
[firewall] - best option is hardware firewall/router. Free get Zonealarm.
[antispyware] - you need a few tools. A real-time monitor get Microsoft Antispyware. For installing site blocks and advertiser blocks, get Spywareblaster. For a general scanner (manually run) get ad-aware and spybot.
Then if you're really paranoid, get some of these extras as well:
1) Most important, download and use a different browser, like Mozilla Firefox or Avant.
2) Get an anti-trojan scanner like, I don't know, I can't think of mine right now.
3) If you have to use IE, get the Google toolbar
Note that while there are a lot of tools to install, only TWO are actually using your resources, which is the Antivirus and Antispyware active scanner. The other tools don't stay in memory, they are either a one-time setup, or you run them yourself manually.
Lastly, get all your critical updates and Service Packs.
cheers