Draceena brings up a good point. I personally use a DLink router with a rather good built in hardware firewall. Rather than firewall every single network computer I just use the router in conjunction with the firewall built into Windows. A hardware firewall is a must.
I still use the following as well:
Malwarebytes Anti-Malware
Spybot Search & Destroy
Ad-aware
Spywareblaster
I do not recommend anyone use the system protections built into Spybot or Ad-aware, they tend to conflict with programs and cause problems. I only use the programs for manual scanning.