Killer combo's if you are running windows and want to keep everything save but not bogged down...
Antivirus - try AVAST at www.avast.com... they have a personal edition that is all most average pc users will need. It features a similar auto-update to norton, mcafee, etc. but doesn't suck half the life out of your PC...
Oh and a side note!
DON'T USE NORTON'S New feature to lighten it's load on your pc... you might as well scrap everything!
Firewall - even if you've got a decent router with a hardware firewall, it's not a bad idea to install a software version. I'm using sygate's personal edition (very nice gui), but i just found out that Symantic (norton) bought them out... I am not impressed at all... this really sucks... hopefully the personal edition is still available (do a google search for sygate personal firewall or check www.snapfiles.com)... don't bother trying to find it on their website... Symantech's got it buried...)
Popup blocker... I'm using MyPopupKiller (got it from www.snapfiles.com). There's nothing wrong with IE's version, but this software seems to know when some stuff is okay and other popups aren't better than the rest...
Spyware... I do use lavasoft's ad-aware in combination with Spybot Search and Destroy (make sure you're not getting the other version that you have to pay for!!!)... MS's spyware software is actually a pretty good product! Don't hesitate to try it out if you have XP!
Hope this helps... I've never had any problems with any kind of internet related attacks. As an intranet developer, this is what i recommend to most of my friends/ obviously... have to suggest the licensed copies of Avast, Sygate and Ad-Aware, to any businesses...