When I was on XP I used Comodo firewall and AVG 8.5. Now on W 7 I use PC Tools Firewall and Avira anti spyware. Others say Avast is better. Yet others suggest MS Security essentials. All are free but as smackheadz says only use one. I think if I were to start again I would choose Avast as I think it scans incoming e Mails.What operating system - Vista, XP, W7? If W7 may be worth a look at that forum.
if you want to go down the free route you wont go far wrong with avira antivir personal free also reguarly comes out top of the free ones in tests slight downside is the splash screen when it updates but a simple click gets rid of that
I myself prefer to pay for a security suite, I'm not knocking the free ones, I just believe you get what you pay for.
I wouldn't recommend the one I use, which is F-Secure more than any other, I myself had some problems with Kaspersky, Norton and Avira which led me to shy away from them, and in the past I've even had some trouble with F-Secure and windows update.
I would say though that you can't go far wrong with choosing any of the established names mentioned.