this is a good topic.
perhaps we have boxers here who have rather deep knowledge about this?

i for one am using a combination microsoft security essentials, the firewall builtin to windows 7, the firewall in my cable router and Malwarebytes' Anti-Malware right now.

Was using avast antivirus before (instead of mse). wasn't happy it didn't find some trojans which mwam found. well... guess there is no "optimal" combination of security measures.
i for one don't make the mistake of feeling safe anymore. internet is a dangerous place and every security measure can always be a safety net only, not a secure wall. so... be cautios.