I'm thinking the best combo would be:
AVG Anti Virus (Only use 1 virus scanner, they can detect each other definintions and cause problems)
Microsoft Anti Spyware
Zone Labs Zone Alarm Software Firewall
If you want a bit more:
Spybot Search & Destroy
AdAware Anti Spyware
Linksis hardware firewall (Linksis is better than D-Link, Netgear, or Belkin, in my opinion; easier to set up, better menu system, more features if you need it)
Alternitively to Zone Alarm, Norton Firewall, but only use one.
Alt to AVG I'm not sure....