I use Spybot S&D, Microsoft's Antispyware and Computer Associates EZ Armor,
which is bundled with Zone Alarm Firewall.  You have all but the Firewall, I
would suggest either downloading the trial version or investing in Zone
Alarm.  Runs you about $40 at your local software store.  Your spyware needs
to be active when you are online, this is why I have MS Antispyware.  Spybot
loads some 6900+ sites into Internet Explorers banned site list.  It also
prompts you for each and every registry change made when installing software
or active x, etc.  MS Antispyware does this also, but doesn't stop
everything.  My system runs very clean, unless I goof and download a
screensaver or theme with malware/adware/spyware attached.  I always use
AdAware when I have doubts, it seems to catch whatever the others missed.