I use Sysinternals TCPView (freeware) To monitor all TCP and UDP, its great in that it uses very few resources, will show connected or unconnected endpoints and resolved or unresolved addresses. Along with AnalogX's NetStat Live (freeware)

One of the better Port Lists Ive come accross

And Id highly recommend TDS-3 as a scanner

I actually keep a zoo of all trojans I capture and can aquire, to test with, and havent managed to infect myself yet. (Without disabling most of my security)

Id also highly recommend a watcher for the watchers (all Freeware)
either FileChecker or NIS FileCheck as well as a registry protector like RegistryProt

For browser security Im currently experimenting with Naviscope an internal proxy (also freeware)

Since Ive listed so much of my security so far I might as well list the rest
NOD32
ZoneAlarm with VisualZone Report Utility (both Freeware)
WormGuard
Spyblocker
AdAware (freeware)
LADS (List Alternative Data Streams (for NTFS) (freeware)

And one peice of advice, always install security software in nondefault directories