I use Spybot Search & Destroy, and it works fine for me
Since getting this computer, a while back now, I haven't had one piece of spyware, and I use the Internet alot.
With the program, you have to make sure you check the site every couple of months, or when you notice stuff appearing in the checker, because the updater within the program doesn't check for program updates.
So, some updates may stop working correctly, so you'll then know you need to update to the new version and start again.
I use spybot and AVG antispyware. They both work great and I haven't had any spyware. Adaware is also very good, I had that one but haven't reinstalled it since I formatted.
Spyware Doctor is better than any of those, but you have to buy it to use it fully. However, the trial gives you real-time protection for free. If you dont want to pay, Ad-aware is pretty good for common antispyware, download that.