Avast Antivirus is also a very good--and free--antivirus program. Stay away from Norton or McAfee, there's very little "security" to be had with any of those and they bog down your system.
Spybot is a much better anti-spyware IMHO, but their latest version is somewhat of a resource hog. Ad-Aware doesn't have any resident protection. Windows Defender is OK, and it's the easiest thing for basic users to deal with, but not as good as Spybot and you must have XP or Vista.
Eh, Mozilla FireHype... I really don't get the stigma around this one, and from people who should know better, too.