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Having all those things enabled on the same computer doesn't mean you are more secure than others. Actually, those things you just mentioned, are "killing" each other and they're "killing" your system as well. Btw, you can have all those antiviruses on same machine without any problems, unless you are using resident scanners in the same time...
Running hardware router/firewall, software Sygate Personal Firewall, avast! antivirus and that's about security in here. Never had any single problem with my system...
Cheers !