I use both of those programs and the Windows firewall (ZoneAlarm is more secure, but I'm fine with the Windows one, and I've got a router as well) and I have never gotten a serious virus or spyware infection since getting them. I also scan with HijackThis about once a week: http://www.download.com/HijackThis/3000-8022_4-10379544.html
If you want more protection and are willing to pay for it then NOD32 is the way to go! Also I'd recommend AVG anti spyware, there's a free version but it comes with a 30 day free trial which has all the features in it. I've been using it for a few months and its been great so far. I think your setup now is fine though.
Sypsweeper is good, but it uses up a little too much resouces for me. Windows defender tho is a great grab, its virtually invisable.
as for anti-virus, like Raffaz and troy said, go with NOD32. I'm using the 30 day trial, and i love it. soo much better than my NAV was, and uses less than 1/8 of the resources.