I'm using nVidia's firewall, weirdly enough. Came with the motherboard. It's not bad, though I'm not sure I like the idea of a web interface.
AV software has always been more of a system-slowing annoyance than a saviour for me in the past, so I recommend
Trend Micro's HouseCall for the odd scan, other than that I run nothing.
For anti-spyware I give it the odd run with Spybot S&D.
For anti-spam, I just use Thunderbird.
