Since I am not the only 1 usign this system, my security setup is as follows:
(The one I use 1% of the time because of its extensions): Minefield (firefox's nightly tests) with Adblock Plus, Firekeeper, Noscript, Trackmenot, Finjan Secure Browsing, Flashblock, LocalRodeo, No-Referer, PhishTank SiteChecker, PopupMaster, UserAgent Switcher, MyWOT)
(The one I use 0% of my time, but that other relatives use): IE with the protection mentioned below
CFP v.30 with D+ set to Safe Mode (might give CIS a try)
PeerGuardian for blocking spyware, adware, trackers, hijacked, etc sites and other connections.
CMF (might switch to SafeSurf, as it also offers the same protection)
LinkScanner Pro (works in the background and protects the system from exploits, drive-by downloads, etc while in IE, Firefox and Opera) - in my opion, a firewall's best friend
Haute Secure (for IE and Firefox and offers a mix of sandbox, hips and behavior analisys)
SpywareBlaster (for IE and Firefox)
IE7Pro (protection for IE)
Spybot Search & Destroy (preventive measures for IE, Firefox and Opera)
Customized Hosts file (142.399 entries)
On-access detection: Eset NOD32 3.0
On-demand detection: SUPERAntispyware Free Edition and Malwarebytes Anti-Malware
NOTES: I am testing Sandboxie in a virtual machine to see how it works and how to work with it, before I actually install it.
As you may see I bet on prevention, rather than detection.
Edit: As soon as I get my new machine I will be running it behind a home made firewall using free bsd or linux systems