The back up antivirus is just there in case you need it - if avast! gives you a detection and you want to double check it, or if you think you are infected and avast! isn't alerting you to anything, You don't need to use it regularly and, in fact, there are some on-line options if you don't want to install a secondary scanner at all.
AVG Antispyware will install as a resident program and remain so for 30 days, after which it will become non-resident unless you decide to purchase it. AdAware SE (free version), Super Antispyware (free version), and Spybot S&D are all nonresident. I usually scan with these once a week.
Spyware Blaster is not a scanner - it is a program that adds "kill bits" to your registry that will prevent certain malware from running. You should open the program, check for updates, and "enable all protection" if there were update once every three or four weeks. It's during this update process that the program uses some resources - at other times it uses none.
The cookies AdAware found are probably not all that critical. Its actually a good idea to clean the cookies and temporary files from time to time with a program like CCleaner
http://www.ccleaner.com/If you install this make sure to uncheck the option to install the Yahoo Toolbar - most people don't want that.