AVG does not cover rootkit infections in their free version but I am sure some of your Anti- Spyware programs will. Like you I am not keen on Avast and will stick with AVG.The only other good free one is Avira which might be worth thinking about.Either that or dig into your pocket for Nod32.I think it is a bit expensive but it is supposed to be the best.
I use and recommend Avast wholeheartedly. You say that Windows doesn`t report it working - if this is at start up, I have noticed this with some PC`s but a few minutes later if you open Windows Security it will report all is well. I put this down to PC`s that generally have insufficient RAM but not always true.
There are very few settings to do. First set the "Local Discs" to thorough scan and tick the include archive files. Set the Resident Scanner to it`s highest setting and when you are ready to do a scan simply select the discs to be scanned and click the Start button.
Another tip, right click the Avast VRDB icon in the system tray (Blue ball with "i") and select "Generate VRDB When Computer Is Idle".
You can select an alternative skin if you do not like thelook of the interface. Click on the menu button (top left) and click 'select skin'. You can download a selection of skins from the dialog box that opens.