I've been running McAfee's Internet Security suite for the last 3/12 - combination firewall, virus scanner and hostile activity watcher. The security seems pretty tight and it stops almost all popups. The auto-update feature works well though I did have one glitch that I had to go to the McAfee users forum to find an answer for (easy solution). Since the machine I'm running it on acts as an internet gateway for 2 other machines tweaking all the right permissions was a bit of a chore. I think it's good if you like the ease of use of an integrated solution. Bit pricey tho'....
Tinstaafl's solution is a good one. I run Ad Aware periodically and it occasionally finds something, usually from Aureate.