I used to use Zone Alarm all the time - now have to a non-free firewall since I aslo use my laptop for work.

I run spybot and Adaware when I remember to, but my primary protection is Spyware Doctor. I bought this on line. Do not remember it being very expensive, but more to the point it was the only software which would solved a particularly nasty problem I had downloaded, and it saved me having to scrub my hard-drive. It also has the advantage of running in the background, so provides continual protection. When you consider what spyware can do, I do not begrudge the fee.

I am not a fan of Windows Defender - have you ever looked to see what processing power it uses during start up???? And even more to the point it did not defend me against whatever it was which I had to buy Spyware Doctor to fix.