You are approaching the stage of paranoia...:-)
I've always used either AVG Free or, more recently, Avast! Add to that Spybot, SpywareBlaster, Ad-Aware and free ZoneAlarm and that has proved more than sufficient even with broadband.
I do make absolutely sure that all are updated as and when necessary.
Since switching to broadband in April which has meant my system is on virtually 15 hours a day, I've only had one nasty which Avast! quickly nabbed.