Most anti-virus software isn't very effective these days, unfortunately. Usually never finds anything except "tracking" cookies, which aren't even spyware - they just hold information like your login to these forums, for example.
That said, every once in a while I'll run a scan with
a-squared Free.
EDIT: Norton, McAfee, Symantec will all more or less take over your computer. There are no software companies I despise more than those three.