Anti Virus, Anti Spyware, Firewall (Hardware and Software). Those are essential.
But, a good security plan must include redundancy. That means
BACKUP your data. Copy your important files to a CD, or use an online backup service, or use a USB memory stick. At some time you will lose your data. It can be caused by a virus, spyware, trojan, hard drive failure, user error, practical joke, or something else.
Be smart and use all the protection - and keep redundant copies of important files.