You can have the resident protection of an anti-spyware and a resident AV, they work slightly differently, but the same holds true of not having two resident anti-spyware applications only one must be resident.
Better/best is dependant on your requirements, as SAS/MBAM both have some functions that are unique to each.
Yes you can run threatfire, but the main thing to consider is, who is running the system you or the security applications, after a while it is you that becomes the slave to them.