I don't dowload or go to sites that require me to have a lot of spyware "stuff". I mean if NPR and and CNN and the Washignton Post are sending spyware to my 'puter I wouldn't go there.
I use BHODemon, which runs in the background and will alert me if a toolbar or searchbar tries to install itself. I run adaware and spybot search and destroy once every few weeks. That's about it. The google toolbar has a built in popup blocker, which works nicely. I would probably have a popup blocker installed seperately if it weren't for that.