For spyware and whatnot use an antispyware program, you probably know that already. But basically be careful like the other people said, visit only sites you know, Mcafee siteadvisor is free for IE & Firefox, www.siteadvisor.com
and it is a good addon that tells you whether the site you are on spams, has adware, etc. etc. or not by green, yellow, grey and red indicators. That's a good way to add a little bit more protection.
But for the most part, be careful.