I use AVG on my XP, but I don't remember using Avast. They're both recommended by many people and sites.
Windows SP2 has a built-in Windows firewall. The only problem with this is that there is no outbound protection, only inbound protection. The ZoneAlarm firewall offers outbound protection, as well as inbound.
Spybot has a program called TeaTimer.exe. If I'm not mistaken, this is for real-time protection. It runs, even if Spybot is not actually running. I have it disabled, as it caused me a few problems before. I don't really understand about TeaTimer.exe too much.
SpywareBlaster is a good program to use alongside Spybot. SpywareBlaster doesn't scan for spyware, but it focuses on blocking it from entering your system at all.
Edited by sharpe95, 01 January 2008 - 10:00 PM.