Spybot S&B is a
must have. Between that and Ad-Aware you'll pretty much nuke any cr*pware you will stumble upon.
Also using the
IE-SPYAD registry file will prevent many of the crappy sites to even put anything on your comp. Download, add to registry and set option in "restricted sites" to ultra paranoid
In addition having progs like; BHODemon, Startuo List & HijackThis are very usefull. All are freeware, and can be found
HERE
Finally make sure to visit
SpywareInfo frequently. Great resource on anti-cr*pware progs, and with a great board to boot