I use Antivir Personal Edition (V7 beta) for AV. IMO it's the most effective free antivirus program I've used
for my firewall, I use my wireless router. it has SPI and NAT, which combined are pretty powerful.
the router is wireless, so i use 192 bit WPA encryption and MAC address filtering.
I also use the XP SP2 firewall on top. it probabbly doesn't do much if anything, but I use it mainly because it isn't intrusive and I don't notice any slow-down with it.
my network is pretty secure. it isn't unbreakable, but you'd have to really know what you were doing to get in, and if you did, well you would probabbly be targeting something bigger than my network
but anyway, for anti-spyware, I use Firefox 1.5. if something does get in, i remove it manually. if that fails, i use hijackthis.