i run the latest Comodo Security Suite (Firewall, Antivirus and a few extras), Spybot - Search and Destroy, I dont use IE as a browser, I spoof my Browser agent and run a little network program called Network Magic, which access my router and lets me choose who i can and cant let into my network, hell it locked out my Playstation 3 from access the net, also using Comodo, i have ran a test on Shieldsup, a webite that checks for open ports on a pc, and my *** is covered.
And everything "just works" like it did before. Funny enough, those four programs you run aren't your solutions, they're your problem. If you ran a multiple user environment and only used a limited and truly "locked down" system policy, you wouldn't have those problems.
IT departments of big corporations aren't installing Antivirus/firewall/spyware suites on their infrastructures, why should you? My company runs an internal proxy server that even filters inappropriate material, but it does a horrible job. I can go to about any porn site and view webcams, play adult flash games, and even set the background to the model of the month. But you know what I *can't* do? Download or run arbitrary code that isn't system signed. Oh and we use IE because most of the software we use is cloud hosted and runs via ActiveX. No system compromises yet..
20 seconds to 20 minutes is all it takes to exploit an unpatched Windows 2k-Vista box once it's online. Pretty sad =/