My setup.
Firefox 3.5
NoScript addon
NoScript does what it's titled...it stops all scripts on a page from running, until you let them.
AVG. Virus scanner. Runs daily.
Malewarebytes.org maleware scanner. Run every once in a while.
COMODO Firewall. Keeps the bad stuff from getting in, and more importantly, keeps the bad stuff that's already in, from getting out.
Spybot Search & Destroy with TeaTimer. A scanner that's a lot like malewarebytes, but this offers realtime protection. TeaTimer monitors your registry for changes. Good things to have.
These are all free. I like to have them because I do a lot, a lot, of online shopping, banking, trading. Better safe than sorry.
-Chris