I use the router as the firewall, and Avast for the computer. Historically my biggest headache was a horny teenager, so I taught him how to clean out his computer (forced him actually). His browsing habits improved when he had to do the work to fix his messes, and a couple of reinstalls of his OS (kissing his games goodbye). It is pretty much a thing of the past, but I use google (and other search engines) carefully, some of the damnest sites have been corrupted. Periodically I do scans using spyware scanners (several of them) as well as Avast.
A good site for this kind of problem is MajorGeeks.com, they have a forum devoted strictly to helping people clean out their machines, and a good software suite to do it too, some of which is custom. They are good enough that some infected computers won't let you go there willingly, which is a form of praise.