Here are a few programs which will combat all the nasties out there. I have used the following lineup for well over 2 years and do not get many infections aside from the occasional cookie.

Malwarebytes:
Download From Here: Malwarebytes Anti-Malware - Free software downloads and reviews - CNET Download.com
This is pretty much a malware remover's "bread and butter". Its scanning engine is such that it targets all the types of nasties I have noted above. One drawback is it does not have a realtime protection component with the free version. But, nonetheless is a VERY powerful program.

AVG 8:
Download from here: AVG Anti-Virus - Free software downloads and reviews - CNET Download.com
This is an amazing Anti Virus program. It picks up almost all infections that are out there today, provided you have updated definitions. One advantage to this program that the others do not have is a realtime firewall. It runs in the background preventing you from getting infected in the first place.

Ad-Aware:
Download from here: Ad-Aware Anniversary Edition - Free software downloads and reviews - CNET Download.com
This is a must for any computer in my opinion. It targets a specific type of virus called Adware. These nasty infections can be used to steal your information, redirect your browser, and install things on your computer, among other things. Usually, infections of this type launch ads all over making browsing extremely difficult. Like the above program it should be set to run weekly and updated often.

Spybot S&D:
Download from here: Spybot - Search & Destroy - Free software downloads and reviews - CNET Download.com
Again, another amazing program. This program targets a specific type of virus called Spyware but I've seen it pick up all sorts of nasties. Like AVG it has the added advantage of a realtime protection firewall. One disadvantage to this program i've found is it takes up a lot of system resources and can slow your computer if the realtime firewall is enabled. You can easily fix this by disabling it however.

Online Scanners:
I have found also there are several online scanners which pick up infections none of these programs pick up on.

FREE ANTIVIRUS - Download ActiveScan 2.0 and clean your PC - PANDA SECURITY
and VirusTotal - Free Online Virus and Malware Scan
VirusTotal allows you to upload a file you expect is infected and it will show you the results.

One added advantage to ALL these programs is they're all free! In my humble opinion a subscription to anti-virus is going out the window and will soon be phased out by these freeware applications. As I said above, I have yet to get really virused in 2 years. I run a few more programs than this but this is really all you need. I'm a little paranoid

One other utility I have found to be very useful is GRC's Shields Up!. If you navigate to the following link:
https://www.grc.com/x/ne.dll?bh0bkyd2

You can perform several different tests to determine the stealthiness of your computer on the internet, vulnerability of open ports, among many other things. It will allow you to correct any issues it finds, and make your computer more secure.

Lastly, I've found the browser which comes with Windows (Internet Explorer) is very vulnerable to being hacked and there are holes hackers can use to infect you.

If you aren't already I strongly urge you to download Firefox 3 from this link: Firefox web browser | Faster, more secure, & customizable

In my opinion is the safest, most secure browser out right now. It still takes you to the same internet, like I said, just with added security. It will allow you to import anything like bookmarks, passwords, saved sites, etc. when you install so you won't lose anything from Internet Explorer.

It also has a user friendly interface for clearing your Private Data (saved passwords, cookies, things you enter into search bars, websites you've visited) which can be used by hackers or viruses to redirect your browser to sites which look legitimate, however, are sites which steal personal information. Based on what you search for hackers will put something you are likely to trust.

If you would like some more in depth help customizing Firefox to be the most secure it can be let me know and I'd be glad to help.

Finally, one last piece of advice, watch where you go on the internet. It's as simple as that. Running these programs will be a great help in safeguarding you from the whackos out there who try and do this nasty stuff to us. I am confident that if you follow these measures you will never have a major infection again.