Toptenreviews did a shootout here:
Anti-Virus Software Review 2007
Although Norton comes higher than AVG i think AVG is better as it is very low on resources and in my experience easier to use and finds more than Norton.
You wouldnt need Zonealarm as the internet security suite includes a firewall, anti-spam, and anti-spyware. You shouldnt be running Zonealarm firewall along side Nortons either.
AVG pro edition is just Antivirus so you would need a firewall and anti-spyware software.