Best firewall (IMO) ZoneAlarm Pro.
Best (free) antispyware is Superantispyware. I love it.
I use Avast and AVGFree antivirus myself and find them quite adequate. But like DSS implied, you're better off paying for the extra security. I'd stick with Norton.
A useful tool for killing rogue processes is EndItAll by Ziff Davis Media. Some malware disables your Task Manager, but EndItAll pulls the rug out from under any program that won't shut down or disables your tack manager.
Now, if you have a trojans the first thing you want to do is unplug your network connection. Then you want to restart your PC in safe mode and scan. You're not so stupid as to scan in normal mode while still plugged in to the internet, right?
Go to your Control Panel and in the Add/Remove Programs thing look over all the stuff that's installed and remove all programs not essential for operation. Some games, media players and even toolbars are actually open doors to hackers and plus you probably don't need alot of them anyway.
Now, you really don't mention what OS you're using, everything from Win2K on up has a Malware Removal Tool. So, while in safe mode click on the START button, press RUN and type the command MRT.EXE
Let that run for a while and afterwards do your other spyware and antivirus scans. You may have to do the process a few times. You'll also have to get back online, update your antispyware and antivirus and scan all over again.
To prevent getting hacked take the following precautions:
1) Keep your Windows updated. Get your hotfixes on a weekly basis.
2) Don't do peer-to-peer file sharing. Sh!t like Kazaa, Grockster, and especially Limewire and all that crap is basically you inviting people to crap on your bed. DON'T download free games, software or music files from people you don't know or aren't sure you can sue. If you're looking for free stuff on the web you'll DEFINITELY get more than you paid for.
3) Be sure that all user accounts on your PC, especially the administrator, have a COMPLEX password. Having no password is just stupid and having a short and easy one will make it easy for someone to Brute his way into your computer. Same thing goes for your router, if you have one.
Well, give that all a try and let us know how it works out.
Good luck.