I use several tools myself, I use OpenDNS, and Avast.
Avast while it updates daily, has also pointed out some nasty little bugs becuase of it's "scan every file" approch.
Back in the day we're talking about 4 or more years ago I had a little program called Comoto Internet security and antivirus, along with their firewall.
Well, I don't know how I did but my last windows install had the drive letter D instead of the typical C. About the time my software warned me of an intrusion I knew I was under attack. My computer had a mind of its own and the attacker kept trying to infect my C partition not realising that windows was on a different one. I had no choice but to pull the power plug, and deal with a BSOD, than to have damage done where I was storing my programs.