Ad-Aware and Spybot primarily (SOB). I've been using both for over three years, if not longer. They've been consistent performers over that time. I was impressed with MS's Antispyware, despite their supposed omission of Claria defs. The new Windows Defender doesn't seem as thorough though.

HijackThis. I was floored a couple of years back when I first used it. I thought: this is it, the ultimate AS app. But around the beginning of '05, I noticed it was missing stuff, about the time of the rise of the Windows rootkits. Recently I found it to be totally useless against rogues like Spyaxe and Spy Falcon. IMHO, it's slowly fading into obsolescence, but still a primary tool.

Increasingly I rely on manual removal of rogue apps in conjunction with the SOB stuff.