I use Zone Alarms Security Suite, Adaware, Spybot Search and Destroy, Microsoft Antispyware and Spysweeper (I paid for that one). I have also used Hijack This.
Even with all of these I recently did an online trojan scan and it found things that all the others had missed. No, I didn't have to download a paid version to deal with these - I was able to deal with them with a free download.
I picked up a lot of really useful advice and help from an MSN group called Computer Interested Types - it's UK based and VERY friendly. Some of the members there are also experienced in analysing Hijack This logs.