Generally you run a number of programs.
Each finds diffirent pieces of spyware.
Whichever you wish.
Popular free programs include lavsoft adaware , spybot and the Microsoft program whatever it is called now.
The key things are
1) to do the updates ( as it is cat and mouse)
2) run the scans on a regular basis depending on how aggressive your browing is
You may have to go in safe mode to get rid of some bugs. In other cases the software may ask you if it can proceed on bootup.
Most of the programs save the deleted files in an archive in case they are needed.
Zone Alarm suite does a fantastic job. I recommend it if you can acquire it. Also as an earlier poster stated, Adaware by lavasoft is a good and free tool.