None. Never had a problem. Proud host of a major botnet and russian amputation porn distribution ring.

I do volunteer work for folks that sometimes can't afford paid solutions or have few computer skills so I use what I install on their systems. Yes, I am aware of other solutions but these have worked flawlessly for years now . . . =)
Comodo for the firewall. I install only the firewall. Disable toolbar install.
AVG Free Antivirus only with link scanner (disable on slower systems) and email scan. Disable toolbar install.
Spybot Search & Destroy Enable Advanced Mode and use Host file additions, Immunize after every Wed update. Startup edit function is especially helpful.
SpywareBlaster
for the browser with [url=https://addons.mozilla.org/en-US/firefox/addon/722/]NoScript , and [url=https://addons.mozilla.org/en-US/firefox/addon/1865/]Adblock Plus
I also use CCleaner Slim Build (bottom of page) and Auslogics Defrag.
Edit: BTW, after I do a system setup I check it using ShieldsUP security check. (scroll down to "Hot Spots", click ShieldsUP, click Proceed, and click the assorted buttons for different tests). The above combo gives me a TruStealth rating.
I would appreciate a link to any similar test sites If anyone knows of another. ShieldsUP works well but I would like to have a second site to confirm the findings, thanks for any help on this . . . =)

Windows 7 built-in firewall
Avira antivirus (laptop)
Avast antivirus (tower)
Secunia PSI for keeping software up-to-date
Windows 7 x64 with UAC active
Thuderbird with message pane disabled (so I have to double-click the messages in their own window instead of having them displayed as soon as I select them), and images disabled unless the sender is on my whitelist.
Flash player not installed (it crashed my browsers half a dozen times too many)
Also, using a virtual machine for knowingly unsafe browsing and software testing.

FireFox, NoScript, Avast!, SpyBot.

Comodo Firewall, McAfee [Yes, I know. But my university is giving out free copies to students/staff], Spybot. Alpha-Numerical Password, Encrypted & separate partition for private files. Opera.
And Linux unless I need to be in Windows.

Linux.
Also I've got SSH exposed to the internet, so I can ssh into my pc from anywhere or do some http tunneling. So to secure that, I've disabled root logins over ssh, and I've disabled using account passwords to login. Instead, to login you're required to use public key authentication. And I use a 4096-bit DSA key with a 15 character hex string password.

I've been running Avast Free for the past couple years and it's been doing me well, though some of you have me thinking about trying Microsoft Security Essentials. Sometimes integration is nice.
But I've hated any and all software firewalls since their inception. Run your internet connection through a router and don't use DMZ host, and you're fine.

F-Secure Internet Security 2010 with my XP Pro desktop 1,5 years or so (2 year licence). I've also used Norton Internet Security in the past as well.

Windows firewall, Avast! anitvirus, Malwarebytes, Firefox with Adblock Plus and NoScript.

I use COMODO and some other useful gadgets, but I really don't go all out paranoid about security. To this date, I had no problems, ever (that I know of.... dun dun DUUUN).

Firewall: Lavasoft Personal Firewall. I used to use ZoneAlarm until it made TF2 randomly freeze/lag for ~10 seconds a few times per hour (sometimes several times in a few minutes!). With LPF, I highly recommend turning off automatic updates. There's a bug that makes it chew up the CPU, constantly trying to update.
For the virus scanner, I use ESET NOD32. I have it off most of the time, as it slows down my crappy computer, and sometimes slows down net access badly on this POS if I'm also running bittorrent (which is most of the time). It also fucks with GOG game downloads (unless they're really small), whether via browser, download manager or GOG Downloader, even though I exclude the relevant directories. I tend not to go cruising porn/warez/other suspect sites, and I always scan stuff before installing or running for the first time.
Other software: CCleaner, Spywareblaster, Spybot, Malwarebytes' Anti-Malware and Norton Ghost 14.0.
I also run PeerBlock when I have bittorrent going. I didn't appreciate it so much until I got a nice little copyright email from my ISP, and realised from the time of the automated report they had forwarded that I had disabled PeerBlock while I was downloading a film via bittorrent (hey, I've gotta use up my 200 Gig/month quota somehow). I was getting sick of having to allow several IPs for a site I was accessing and forgot to turn it back on.

NOD32 4.0.
I hate memory hogs.

Windows 7 Pro x64 - UAC turned on
Windows Firewall
Avast! Free antivirus
MalwareBytes and Spybot - spyware/adware scanner - no active scanning
IE8 browser
Never have problems. And that`s converted back to IE when 8 was released after using Firefox since IE6.
Similar setup on my laptop with XP except I use Microsoft security essentials on it instead of avast! free.
No problems there either.

AVG Anti-virus and Win 7 firewall, they have been working fine so far and seem to be enough. I had Avast at first but I switched to AVG when I found out that Avast was the possible culprit to some problems I had with my computer. It turned out that it wasn't the problem but I didn't bother to change my antivirus software yet again. On my last PC I had Norton Internet Security, found it pretty good as well but it's expensive as hell so I'm not using it anymore.

Panda Cloud Antivirus. Very Light.