I use Ad-Aware and Pest Patrol. I like using more than one because sometimes one will catch something that the other didn't pick up on.
Just make sure you get Ad-Aware from LavaSoft--there are some sound-alikes that actually give you spyware. Ada-Ware is one of those. And also, make sure you have the most up to date version of Ad-Aware: SE Personal 1.05. If you have an old version of it, you need to go to Download.com to install the newest version and, in turn, get rid of the old version. The new version is awesome!
I like Pest Patrol because not only does it scan, it also lets gives you a log of the urls of the cookies that are being placed on your computer while you are on a particular site. You can then delete the ones you don't want while keeping the ones you do want. This is very helpful with the new banner ads because you can then use IE to block those non-Neo addresses on Pest Patrol's cookie log. Go into tools, then internet options, then privacy, then sites, then add the address, then hit block--and the cookie will no longer be able to stick when the banner/bottom ad is shown.
Tested made this fabulous set for me!!! Isn't it great?