The first rule of security for me is “Use as less MS programs as you can“.
Don’t use IE.
Don’t use Outlook
Use independent firewall instead of built-in.
Try to don’t use MS Office (use OpenOffice where you can).

My anti-malware bundle is:
Comodo Internet Secutity
Clamwin
Winpatrol
{and various other tools, but I use them rarely}

It is not very good protection, – but as I do not behave in risky way, my chances to catch some malware is low anyway..

Only two cases it 9 years – one of them was some harmless trojan, brought in by my wife, and other was the famous Windows network worm (and I could blocked it with firewall but made mistake allowing access for intranet address of my colleague).