What do you keep your shields on davidr
As I said, it will be different for individual users based on their system, applications and browsing habits, etc.
I do a lot of investigating of certain sites reported in the viruses and worms forum, I have the Web, File system and Mail Shields set to high, but I do not have scan for PUPs as personally I don't consider them a huge risk.
PUPs are only an issue if a) you didn't know about them b) didn't install or download them; so because of their purpose might be considered possibly unwanted programs, basically I would be aware of that purpose and if it is unwanted.
However, this might not be the case for all users and to be honest, much of what would be detected as a PUP is more likely to scare the pants of most users, when in fact they are just tools. So it does really require a little bit of knowledge or you could be reacting as if this were a virus and not just a tool (crucially that you or the system manufacturer) has been installed for a legitimate purpose.
One size doesn't fit all, and that is why the avast default settings are a good balance between protection (not having it too sensitive) and performance (if your system isn't particularly fast).