Most sites you visit will drop tracking cookies on your pc.......this site for example!!
They want to know what adverts you click on for example.....remove them and do a bit of web surfing they will be back.
As for Adaware and Spybot S&D.........
Both worth keeping...it's always worth having more than one scanner as each will be able to detect different things.....and there is no one scanner that can detect all the malware out there.You can switch off scanning for trivial threats in Adaware if you want.
Spybot in particular is worth having......Explore its Advanced Mode and you willl find all manner of useful tools.Not to mention a SpywareBlaster type Immunise function and active IE protection.