As I've just posted in another thread.....
12 years on the internet, no antivirus, no firewalls, no antispyware on 4 computer systems with 4 Windows versions connected to 5 different internet providers without so much as a hiccup.
Don't randomly download stuff you don't know about and keep the computer resources freed up from the anti-stuff software running. When you get a message on MSN that says, "Look at this!" from someone you don't know, don't look at that, it is a virus or whatever.
It's all very simple really. I'm continuously amazed at the people I hear about clicking on stuff in MSN, AIM, email, etc, then complaining about getting a virus or shouting in victory that their 1337 software "caught" it.