Skuzzy hit the nail on the head...they are all resource hogs and at best are only mediocre at protection. I've used AVG for many years and I install it on all of my clients machines...I've never had a virus or trojan problem on any machine where it's installed. That being said, good habits are the best protection...stay away from those less than reputable sites and never touch a P2P...all will be well. Note: My AVG free updates daily automatically.
I run XP Pro and after boot have 26 processes running including AVG. When I game I turn the AVG and some others off and run only 18 processes.
A good tool for seeing whats running and why is msconfig.