While security software certainly helps; however, there are other steps that you can take to help preventing infection. Other than the "standard" be careful with emails and browsing the web, don't run your PC with local admin privilege. Have a standard user account and use "run as" with different password, if privileged account is needed.
I prefer Vipre for A/V and also have Winpatrol
to protect against system modification. My primary browser is Firefox, albeit I do like IE 9.0 better. Firefox has more granular security management and pretty good security extension tools. Ghostery
removes hidden scripts for web pages that is intended to track end user activities; more less a privacy protection plugin... BetterPrivacy
manages LSO cookies, or mine case, deletes them when Firefox is closing. Since the location of the LSO cookies cannot be changed and both IE and Firfox uses the same path, it actually deletes LSO cookies generated by IE as well.
Website are using the LSO or flash cookie more and more. One of the reason is that you cannot easily delete it and the size of this cookie is anywhere from 20-50 greater than standard text based cookies. My favored online store, where I purchase computer parts, started to use them as well. Five minutes of browsing and they have created eight LSO cookies. I don't like it but I like the store and as long as these cookies deleted, that's fine...
And yes, I do use CCleaner
for years without any issues and it does have its purpose. Most software installation leaves junk in the registry, some more than others. Windows 7, while pretty good at managing the registry it is pretty much useless to remove leftover entries. Orphaned entries can and will slow down Windows, especially and start up and shutdown time...