Look it up here - its has boatloads of info on every spyware-related. http://www.spywarewarrior.com/index.html
Being a user of Firefox, I don't have to worry about accidental spyware installation while browsing. I also don't download any free software except known, trusted open source titles.
I am worried about spyware in commercial packages though, such as Lexmark monitoring your printing and scanning. They even initially denied it when a user complained.