AVG Antivirus Free This is very good and free I have used this for years never had any problems.
AVG AntiSpyware Free This also is good it is new from Grisoft and so far so good.
Ad-AwareThis is great I have used this in conjunction with Spy Bot for quite some time and works great.
Spy Bot This is great use it in conjunction with Ad-Aware and almost always takes care of business
The best AntiSpyware was bought out by Microsoft a year or so ago. It was called Giant AntiSpyware it was the best but Microsoft bought them out and redit it to the Windows Defender and it is awful now.
I don't have any great suggestions for firewall I use Microsoft's built in firewall and it works fine for me. I have heard of people using Zone Alarm and it seams to be very popular so you can try it here is the link, and of course it is free also.
Zone Alarm