Anti-virus, Anti-spyware and firewall are just as important on Vista as XP. There is no free firewalls that are currently compatible with Vista but I heard "Zone Alarms" are in the process of developing one. The only other firewalls I know that are compatible with Vista is the ones built into security packages e.g Norton, McAfee.
Spybot search and destroy,(Anti-spyware)
AVG Anti-virus Free Edition (Anti-virus)
These programs are all Vista compatible. You just have to wait on a third party free firewall unless you're willing to pay for one.