I agree, no one program can protect everything. Basics are, a good antivirus, trojan hunter, spyware tracker. bot checker, keylogger finder, and a good auxiliary Firewall. Plus something to watch over whatever internet access program you have.
Advanced System Care: as my primary other than my AntiVirus. Also as a OS repair tool. It even works in WinXP Pro SP3 Safe Mode! Saved me one time really good with that one. Highly recommend it.
Zone Alarm Extreme Security for, Anti virus/Anti Spyware - Fire Wall - Browser Security - Protected Internet Surfing (Killer App)
Spybot Search and Destroy (free) for, Spyware - Browser Hijacking - Erroneous Toolbar installation - Clear Usage Tracks - Updated "Hosts" File to prevent online infections. (Outstanding alway watching)
PC Pitstop Optimize 3, For: Internet performance, Firefox performance, Ping, CLSIDsScan, and a mass of other fixes.
(Plus their online tool. Try it you'll like it)
IoBit Security 360 (free) For, Malware (be careful what you kill, it may be your friend)
Cleanup (www.cleanup.stevengould.org) (donations) : to get rid of all those pesky .tmp and such files laying around
(really speeds things up)
Sounds like a lot, but I use all of them on a regular basis. And I still get the occasional hit. But I catch them before they can get me. Of all of these the most important in my mind is the ZoneAlram program. Catches 99.9% of everything, And Advanced System Care.