[1066AD]

I use Spybot Search & Destroy.
http://www.safer-networking.org/en/index.html
Current release is v1.3
One warning, if you see that it's not finding any updates it likely means that there's a new version available (they don't tell you automatically). Still, the price is right.

[Eagle9]

Spybot S&D is one of several anti-spyware programs that I run on a regular basis.

[Wiz]

I had Cool Web Search installed and Spybot Search & Destroy did not get rid of it.

[JSteff]

You may wish to also try to use AdAware. Also, be sure to use Spybot's host file replacement.

This is a critical step in defeating most spyware. It prevents IE from going to sites (that the spyware will try to reach to get more spyware).