I'd recommend you keep a couple of on-demand anti-spyware programs and a couple of anti-Trojan scanners on your computer and scan from time to time- once every couple of weeks.
Also one on-access (real time) scanner is a good idea, although keeping you browser and OS up to date and avoiding dodgy downloads (P2P, e-mail attachments, instant messaging links, fake codecs etc.) is the best way to avoid spyware- I don't use any on-access scanner apart from my AV.
I've listed just about all the trusted free scanners, on demand and on-access, here:
Spyware scanners:
http://www.geocities.com/dontsurfinthenude/spyremoval.htmAnti-Trojan scanners:
http://www.geocities.com/dontsurfinthenude/antitrojan.htm(There's a lot of cross-over between anti-spyware and anti-Trojan, as spyware often makes use of Tojan horses.)