I tend to disagree with JP.. I run multiple AV's but have only one active at any time..

if you are really concerned about having more than one and having some of it's processes running.. learn what each AV has for it's running processes and kill via task mgr.

just don't install norton or mcafee and try to kill their stuff.. it gets nasty..

I'm a huge fan of kaspersky.. imo, they are tops for detection and low overhead.
f-prot, avg are the other ones I commonly use in conjunction with KAV.