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!
