From what I have read and seen on my own system there is no spyware.
What most of the morons posting on other forums about spyware is because with the latest update of steam they finally got the advertisements going. (When you are waiting to connect to a server there is usaully a small box underneath your connection progress that has an ad-- no biggie)
I scan my PC everyday with Adaware, Spybot Search and Destroy along with two different AV software. I am confident that if there was spyware, I would have found it.