Firefox is pretty cool, until you find many web pages optimized for IE that just dont look right in firefox. The AH squad scoring pages are a good example. IE in my opinion is still the better browser.
Still, there are utilities in IE that you can use to limit the ingress of spyware and utilities you can use to eliminate them.
In my opinion, not surfing the net for fear of spyware is a little like never going outside for fear of skin cancer. Wear a little sunscreen and don't worry about it. What you miss so far outweighs what you fear, it's maddening.