Anti Virus and Spyware cleaners are worth actually buying for a system in order to get constant and timely updates.
Using Computer Associates Internet Security Suite as primary (3-system license) for viruses, spyware, and software firewall (usually router firewall is all I need, but sometimes I kick in software FW if getting hit bad);
Spybot - Search and Destroy as secondary;
and HijackThis with logs as the third. HiJackThis didn't cost anything, but unless you know what you are doing, you can really screw up your system with it.