I run Norton's AV (leave it running all the time) and have AVG installed as well, but only enable it for full scans and right-clicking downloaded files. The free AVG program often finds things Norton lets through.
For the firewall, I think Sygate Personal Firewall is the best free FW out there. It allows you to decide upon every process, whether you want to allow it in (or out) of your system or not. That lets you know when a trojan is trying to "phone home".