this topic seems to be going around lately here on the forum.
When I have to use Windows, I have always followed a simple and effective way.
First I always use
Spywareblaster
this does the following:
# Prevent the installation of ActiveX-based spyware, adware, browser hijackers, dialers, and other potentially unwanted software.
# Block spyware/tracking cookies in Internet Explorer and Mozilla/Firefox.
# Restrict the actions of potentially unwanted sites in Internet Explorer
next I use
Spybot S&D
Immunize my system which blocks all known spyware sites. If you do not immunize, it does not do its job. so dont forget.
As a Software firewall, The best out there at the moment and free is
Comodo
Anti-Virus I use AVG free/ or If I would pay I would use Kaspersky
also the best prevention is to surf the net with logic.
as a side note: hijackthis is only a tool for removing spyware. not preventing it.