I use loads of Spyware progs. Main 3 being Ad-Aware, SpyBot and Spy Sweeper, but there are a few other little things you can use as well to protect your PC.

Spyware Blaster - http://www.javacoolsoftware.com/spywareblaster.html
SpywareGuard - http://www.javacoolsoftware.com/spywareguard.html
Hijack This - http://www.spychecker.com/program/hijackthis.html
Sygate Personal Firewall - http://smb.sygate.com/
Shoot the messenger - http://www.grc.com/stm/shootthemessenger.htm
DCOMbob - http://www.grc.com/dcom/