Gaah! I hate the the security pack inside Windows, a constant Nag almost as bad as Norton. I disabled Windows Updates, Firewall and Security. I use Spybot S&D which has non intrusive protection, also run the Update, Immunize and Full Scan once a month.
Generally, I just keep it up to date (and key problem areas like Java and Flash) and use my brain before clicking on strange email links and the like.
My home machines have MSE installed, and occasionally I may use CCLeaner. If I'm feeling suspicious I'll run Malwarebytes, but I've honestly not had an issue with that kind of stuff in over a decade (on my own machines).
As I work in IT, I still see plenty of it at work, but usually if Combofix and Malwarebytes can get rid of it I just format. Tends to get the machine back to the user faster.
AVG Free, Glary Utilities, Glary Quick Startup, Glary Disk Speedup, and Revo Uninstaller. Those five programs are on all PCs that I care for in the house.
On my computers I use MSE and Malwarebytes Pro. When I need to clean up an infected computer (which thankfully hasn't been my own computer in many many years) I use a combination of Kaspersky's TDSSKiller, Malwarebytes, and HitmanPro. HitmanPro will only remove infections for free for 30 days but you can still scan with it after those 30 days and see where the infections are so you can remove them manually.
Dual boot, use Windows only for gaming and Linux for everything else. If that isn't an option most of the good programs for keeping your PC clean have already been mentioned, except for I personally find Avast! is superior to AVG.