If you sign up to MSN Premium or Plus you get free Mc Afee Virus Scanner and Free Mc Afee Firewall with it. Full versions. Its only from £5 I think; £7 for Premium - and its the only browser in existance without any bugs; absolutly none as of yet.
I'd say if you don't mind spending money, go with mcafee or Norton, but if you are cheap like me, and probably some other people on this site, I'd have to say go with the free ones.
Some of the free ones are very good, Spybot search and destroy is very good, so is Ad-aware, if you google it you should be able to find some really good ones.
Something else I feel I should add, is that I think it is wise to have several Anti-virus programs because sometimes One program may not catch something that another will.
I just ran Ad-aware and found 84 problems, then I ran Spybot search and destroy and found 61 more.
Some other thing(s) that help is the Google toolbar, I myself don't use it, but I've been told that it stops pop-ups and helps with ant-virus protection and removal.