I used to use AVG but I ditched it when it started to become a resource hog. I switched to the free Avira (it does have one annoying advert popup every time it updates), but both are really strong at antivirus. Malwarebytes and Spybot are also really helpful. I'd also recommend a firewall (if you're on XP and don't have one already). For that, both ZoneAlarm and Comodo are good shots.
I've used AdAware in the past, but I've found it redundant with the above, so I've binned it. CCleaner (that's Crap Cleaner) is great for clearing left over crap from uninstalls, temporary folders, etc. It's not really an anti-(something), but it's quite handy to have.
Of course, I do need to include the obligatory 'install Linux instead' comment.