No anti-virus/anti-malware protection will stop something new. None are 100% but some are much better than others. Where you download from, what you click on and what you open are just as important. Touch wood I haven't had any infection apart from ask toolbar which was I able to remove. It came uninvited with Java and I failed to untick.
I currently run Norton and quite happy with it. I have run Kaspersky (provided free from my bank) but it slowed my laptop down. On 2 laptops that rarely connect to the internet (about once or twice a week) I run Avast on one and AVG on the other. Both free and no problems. I occasional scan with free version of Malwarebytes.
Bullguard, Norton and Kaspersky get good reviews.