Multi-Threat Protection
A previous comment mentions some nice tools, such as combofix, but those are after-the-attack tools. I like GFI VIPRE as a preventative tool for catching viruses, rootkits, and spyware.
GFI (formerly Sunbelt) has been keeping an eye out for software which has "iffy" security or personal information policies. They use that knowledge to allow VIPRE to mark such software as potential threats.
Also VIPRE has the ability to monitor your system for harmful changes, such as when unsigned software tries to update your registry or install DLLs. When such activity happens, it requests your permission to allow that activity. Personally, I have decided to use VIPRE in place of UAC. I find that UAC catches too many false positives and also hinders my ability to intentionally change my system, unless I turn it off.
The best thing I like about VIPRE is that it does all this without putting any noticeable strain on my PC.
On top of VIPRE, I use Firefox with NoScript to keep malware from forcing itself onto my system (via browser exploits) in the first place.
