I installed a 3 month trial of AVG 8 last night which covers 'the works' including firewall, anti spyware and pretty much anti everything!
So far so good - I like it. As for whether or not it'll hit or miss compared to other app's I don't know.
Lets look at it from another perspective though - as a person receiving paid work to sort out someone's PC and make sure they are secure, would you really want to be installing a load of separate app's to do the job, or just install one that'll cover the lot (according to what it says on the tin)? From my past experience, I've used the former method (for friends/family etc) only to come back a month later and find everything out of date etc. At least with the AVG approach, you schedule it and leave it alone.