Good and free - AntiVir. But I would recommend it for advanced
users as it uses heuristics.
For in between, try AVG or avast!.
As for sites that contain exploits or malware... firewall can't
help you.
My advice - use Firefox with NoScript.
Or if you insist on using IE or other browsers, get IE-SPYAD or a
HOSTS file to protect you. IE-SPYAD is for IE only, HOSTS file will
re-direct all bad sites to a non-routable IP address so if you
accidentally enter one, the website won't work at all.