Get yourself the Noscript and the Adblockplus add-ons for Firefox. The former can protect from drive-by downloads. Can make browsing a little annoying at times, by blocking some functionality required for web pages to display, and links within to work correctly. This can be easily overridden on a case-by-case basis.
Try the MVPS hosts file.
http://www.mvps.org/winhelp2002/hosts.htm Hostsman
http://www.abelhadigital.com/ is an easy application to manage and update it. Similar to SpywareBlaster, mentioned above, in that it blocks known bad sites from loading. The first page linked above gives information and complete instructions/faq's etc.
Endorse SpywareBlaster, and Superantispyware.
Also strongly endorse the Secunia application. I'm using the downloadable version, called the PSI (personal software inspector, I think.) Monitors a large database of different applications for updates/known vulnerabilities.
I use Threatfire, a behavior blocker, and it seems to run nicely alongside Avast. Can prevent system changes being made by what's called zero day malware. (Too new for scanners to detect, yet.) Will also sometimes detect legitimate changes made when installing some programs, so if you trust/know the program, you need to allow the change.
Last but not least, have a routine of some kind for backing up important files, either to another hard drive or some reliable and secure online storage.
