I'm using ADware and running that program at least once a month keeps me clean.
I run mine every couple of days after getting whatever updates are out there. I have a friend who doesn't ever run the spy checkers I've installed on his computer. I run them when I go over and always find at least 100 objects to delete.
SpyBot Search & Destroy and AdAware each pick up a few things the other misses. I run both.
HiJack This! is great if somehow your Internet browser has been hijacked by malware (such as a forced new home page, extra buttons and tool bars, etc.).
I use these in addition to having McAfee Antivirus and the freeware version of ZoneAlarm (firewall). A pain, but easier than cleaning up the mess made by a hacker.