I used Zone Alarm for years but it has its problems especially when setting up a network and trying to use it. It isn't free but I have found OneCare by Microsoft (which has both a firewall and a virus scanner) to be an excellent program. It updates itself daily and doesn't use the system resources other take up.

I still run Spybot and Adaware weekly and they are both free programs which do a good job. They just aren't real time programs.

The beta program mentioned above is Windows Defender and I also use it on 4 machines and find it also does a good job plus it is a real time program.