I "HAVE" Adaware and Spybot SnD... I rarely use it... Mostly my system is stable and rarely do i install any trial software, etc... Even then, I only go for freeware that has been reviewed and given good ratings by many different known websites... So, I rarely worry about these things...
There was a time when I did a lot of messing around with the computer... At that time, more than the spyware, the Firewall was my greatest asset... As soon as I install a new software, if it has a spyware installed and tried to access the net, the firewall would catch it... In addition, I also had to run the spyware tests regularly because not all spyware used such direct methods of accessing the internet...
Now, once you get comfortable with the stuff around you, you dont need to experiment that much...
Arun