If you get the F-Secure Internet Security Suite, you don't really need any other ones, as it has Anti Virus, Firewall, Anti Spyware and Anti Spam all in one. That said, in my opinion, you can't have too many spyware scanners (within reason) as they all find different things. If you have something installed which is likely to conflict with F-Secure, it will tell you to uninstall it, before F-Secure will complete it's installation.
Another one worth considering, is
Bit Defender Internet Security, which is another all-in-one, but uses less system resources than F-Secure. BD has advantages and disadvantages. One advantage is that you can (apparently) find it on something called 'torrents' :whistle: but one disadvantage is that it's quite a bit more complicated to configure than F-Secure, and tends to shout warnings at you a lot. That said, it doesn't seem to be so fussy as to what else you have on your machine, so it's swings and roundabouts.
If you don't use any of these, you should at least enable your Windows Firewall. You don't need to visit dodgy sites to pick up nasties from the net.