For Spyare HitMan Pro is the best on the market incorporates all of the other programs out there.
I tend to run spyware checks every so often just in case, but the best way of being safe is to just be careful of what you install. You'll always get a few tracker cookies, but generally they are pretty harmful, but you can avoid most of the major ones by not installing stuff like kazaa (although there is a klite version which is ok), getright, etc.