Even if you load your system up with protective tools, an educated user can be your best protection.
A user visits a trusted site, clicks the handy dandy Download Antispyware now button, and BAM! your client's system is infected with nasties.
Even a savvy user can make this mistake because the bad guys are getting so good at it. (AntivirXP08 is a great example of just how well this subterfuge works.) These "your computer is at risk" tricks seem like the real deal.
If a user opens the door, no tool in the world is going to stop what comes next. You'll just have to clean up the mess later.
Save yourself and your clients a lot of time and stress. Teach users not to click what looks like a legitimate warning, such as Download Antispyware now. In short, legitimate protective software will not prompt to download anything while a user surfs the Internet. That's the message users need to hear. It seems so simple, but some users truly don't know the difference between legitimate downloads and an attempt to download malicious programs.