You don't say what scanning you are doing, but you appear to be using terms from two different functions.
The Resident on-access scanner Standard Shield uses Normal High and Custom, Normal (the default) sensitivity is fine for a balance between performance and protection, it is also what I have mine at.
The On-demand scan it's more usual to hear people talking of scanning archives as part of a scan, the sensitivity of Low, Standard (default) and High.
Archive (zip, etc.) files are by their nature are inert, you need to extract the files and then you have to run them to be a threat. Long before that happens avast's Standard Shield should have scanned them and before an executable is run that is scanned. Thorough is also by its design very thorough and perhaps a little overkill for routine use, were a Standard scan without archives should be adequate.
I have only ever done a through scan with archives once shortly after installation just to ensure a clean start state, but with XP for example avast will do a boot-time scan after installation if you select it, this I believe will be quicker and reasonably effective. Like everything in life things are a compromise.
