I have used every major virus program and AVG has never let a bug in my machine and it runs as fast with it as without it.

Zone Alarm is my firewall and I have had to turn it off to view websites this can generally be solved by allowing the site but not always an easy thing to do.
As far as Spyware goes I'm still looking for something I'm happy with. Presently I'm trying Spyware Dr., Spyware Sweeper and AVG's free offering. Spyware Dr has been troublesome and at this time I'm inclined to go with Spyware Sweeper.

I don't think there will ever be a completly secure virus program, firewall or antispyware program.

Lucks a chance trouble is for sure!