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.
You may find this podcast enlightening :