Adaware and Spybot (as already mentioned) along with a virus checker should do some of the work.
Other than that, I'd say stop using Internet Explorer, as it's full of vulnerabilities that let these things slip in.
I haven't had the need to scan for adware/spyware for some time now (knock on wood) due to (i think) the fact that I tend to avoid using IE except when absolutely necessary.
For all my browsing I use Mozilla Firebird, which has a nice popup blocker too.
I keep my virus checker updated (i use
AVG which is free).
I use a personal firewall,
Sygate, not the best in the world, but it does the trick for me and it's free for personal use.
I keep an eye on running processes using the task manager and msconfig to disable anything suspicious (with the help of google).