Best Firewall+Anti-virus/malware combination?

Hey guys

What's the best way to protect your computer and still be able to use it? I'm looking for anti-virus software, firewalls, anti-spyware/adware/malware and all that jazz.

Currently i've got PC Cilin Trend Micro doing all that but it's a bit of a memory hogger: firefox eats up all the cpu just opening a webpage because trend is checking everything, and i've tried disabling most of the "extra" options, but still no go.

So, give me your suggestions, be it suites or separate programs, free or not (i'm willing to cash in a few bucks to get this right once and for all)

Get a hardware NAT box (e.g. what is commonly sold as SOHO routers) to filter any direct attacks to vulnerable windows services; use your brain to circumvent doing anything stupid; use alternative browsers (I recommend seamonkey as it's not such a pain in the ass to configure like Firefox is--basically, if you can't find an option in Firefox's puny options dialogue, you have to edit configuration files BY HAND; Seamonkey's preferences dialogue may be bloated as hell, but at least it features each and every option a sane person would want to configure, thus relegating the need to ever edit configuration files by hand).
An anti-virus solution might be a good idea; there are quite some nice free programs like Avira AntiVir PE that do the job just fine.
I do not recommend using personal firewalls, as they clog up the system, waste ressources, offer you a sensation of false security and are ultimately useless if you don't know exactly what you are blocking or allowing to happen, which you usually don't when using personal firewalls. Furthermore, they cripple basic networking functions, oftentimes leading to connectivity problems when trying to access the computer from other computers in the local network, which is something you would quite like to do occasionally.