No malware program is 100% effective.
That's why it's a good idea to go with a layered protection strategy.
In addition to your AVG anti-virus, it's a good idea to occasionally run 1, or 2, online scans.
Don't install a second Anti-virus, as this could potentially cause problems, which may render both programs ineffective.
Check out Post #1, of our Freeware Replacements For Common Commercial Apps
topic, for a list of some of the available online scanners.
As far as malware is concerned, installing Malwarebytes' (mbam)
, and/or SUPERAntiSpyware
, and running them as on-demand scanners, should pretty well cover your bases.
As stated above, no program is 100% effective, and shouldn't be a substitution for safe surfing habits.