I use all of the above.
Some people also use ZoneAlarm, but I've had problems with this one working with other utilities and crashing the system.
NEVER rely on just McAfee or Norton to do all the work
Switch to a Mozilla variety of Browser & add-on all the appropriate utilities...
Always always check for updates for all the programs you use in your computing environment - But don't trust the updates for your hardware from Microsoft or WIndows {they are generics} go to the manufacture. I know this is a pain....but works.
Always make sure you scan the Hardrive while in "Safe Mode", NOT in the normal runtime of Windows. At Restart, keep pushing , and follow the instructions, then run your scanning utilities.
There is some good help and explanation pages in Wiki, you can try starting here: