I use a layered sort of defense that skuzzy probably thinks is laughable, but it's worked for me so far.
1. "hardware" firewall in the form of a broadband router.
2. Microsoft security essentials, combined with the usual microsoft software firewall built in to windows.
3. Routine additional scans using third party tools. spybot search and destroy or any number of other tools are easy to download and run for a scan. I don't let any of those run all the time though, and if it looks like they install resident or services then I uninstall it after scanning.
4. Safe browsing practices - no porn, no pirate sites, nothing "free" that obviously shouldn't be "free", etc.
5. Keep windows patched and updated
I also use the latest internet explorer. I have had serious security problems with chrome, mostly with it remembering/saving form data including credit card numbers, addresses, logins, etc., even after being told to not do so. Everyone I know who uses firefox seems to have turned "running firefox" into a little hobby, since they are always bragging about how it crashed and they found some plug-in that saved everything and made it so much better until the next time it crashed after the latest update... bah. Sounds like a lot of time consuming nonsense to me, so I use MSIE and it works for pretty much everything with no fuss.