These programs are definitely useful, but really, your best protection is your own good judgement and common sense. Don’t go to sites that seem shady or that seem to be created only to lure you into ads and spyware.
Here are the programs I use to keep my PC 100% clean of all those internet headaches:

Browsers

Mozilla Firefox - Download

I recommend Firefox to every PC user out there that is currently using Internet Explorer. Its an easy switch to make, and you will be glad you did so. Not only does Firefox have way less security vulnerablity, it filters out almost half of all spyware/adware only because most of those pest-programs are specifically engineered for IE.

After, check out my favorite extensions:
Adblock - Filter out ads easily and efficiently.
IEView - Adds “View page in Internet Explorer” links to the content menu. Handy for previewing pages in IE, loading up IE-only pages.
Flashgot - Link Flashgot (a download manager) with Firefox to ease the transition for downloading multiple files.

Anti-Malware

Spybot - Search & Destroy - Download

No spyware killing arsenal is complete without Spybot. There’s just no comparison, although it does have a sidekick - Ad-Aware (which is next on my list!).

Ad-Aware SE Personal - Download

A great program to complement Spybot, because honestly, no program catches everything. I say again that with the combination of utilities on this page, my PC is 100% spyware free. Ad-Aware is easy to setup, easy to use, and a quick, hassle-free download.

Javacool’s SpywareBlaster - Download

This program prevents ActiveX-based malware from installing on your computer. Instead of finding and deleting spyware once its installed, prevent it from ever being installed in the first place!

Microsoft’s WindowsDefender - Download

A beta program which is being taken over by Microsoft. But this product is different than Microsoft’s usual bug-infested scum of a product - this thing actually works! Initial tests are showing that this program has industrial strength in rooting out and exterminating malware. If Spybot and Ad-Aware weren’t enough, or you just want that extra security (like myself), it doesn’t hurt to install this program.

Anti-Virus

Grisoft AVG Free Edition - Download

An amazing anti-virus program which catches most viruses and trojans. It doesn’t hog resources and it updates quickly and easily. I love this antivirus, and the best part is that its free! And for the average user, it has no limitations from its paid counterpart. Make sure to update once you have it downloaded and installed.

Firewalls

Kerio Personal Firewall - Download (no longer free)

A strong firewall is a MUST when defending against the millions of internet pests out there. Firewalls protect your identity online by monitoring your network and internet, preventing internet attacks, and protecting your privacy online. This program does a great job protecting your computer, don’t surf the web without it.

ZoneLabs ZoneAlarm Free - Download

Basic protection against hackers, trojans, and mal-ware. No PC should be without a firewall. For stronger protection, consider ZoneAlarm Pro, but for most cases this version would work fine. Be sure to read the Help files for an idea of how it works.