I use a combination of SpyBot Search & Destroy (free like Zone Alarm) and AVG Internet Security with ZoneAlarm. I also used to use Windows Malware and Windows Defender programs before those stopped updating. One of my laptops carries a never-out-of-date corporate version of Symantec on it, but it stopped updating a couple years ago. Still, I swear by Symantec, AVG, SpyBot S&D, and ZoneAlarm used in conjunction with on another.
Windows firewall I do not trust.