For me, it's always adware SE, Spybot and Trendmicro housecall.
However I find that spybot definitions server is getting a bit
cranky, I'm always having trouble getting their definitions
updated.
But IMHO, even with the above softwares installed it's not enough.
The best is minimise the usage of IE use Opera (Ok, this is a biase
statement because personally I LOVE Opera) or Firefox as the
primary browser and get a free firewall software so that you know
what application is trying to contact their software manufacturer
server.
I nearly stop using IE completely for my daily internet usage
(Except for some site still sticking to IE), and I found out that I
have less spyware...
Just my five cents worth! 