AVG is fine as far as I know (though I don't bother on all my computers ), but I personally stay away from ZoneAlarm since I've seen it use 100% CPU for ages on end before which is not nice Avoid Norton, it likes to hose your CPU too, and avoid McAfee since that one hoses your RAM

If you're behind a router and not modem where your computer's IP address is 192.168.xxx.xxx when you double-click your network icon in the tooltray and look on the details tab, you should be fine without a firewall too unless you want excessive control on the machine Besides, I find the in-built Windows firewall acceptable for average users anyway if you choose to enable it