I have used Avast,  ZoneAlarm and Spybot for quite some time now and have had no problems since. I've the settings on 'high' and have total control over what cokkies, writing to registry and what connects to/from internet. (Yes, I need to be in control...)
Recently I installed it on our other computers as well since one of them ran into virus/malware problems using a commercial antivirus app.