used adaware at first, but switched to spybot S&D. It's better imho
I had I try with
spysweeper as well and was very suprised by the results: it even found some documents I had on security issues and reported them

still it costs $$ so I guess I'm sticking with spybot to get rid of the spyware on my windows machines.
If you're a win2k user
patchfinder does a great job in rootkit detection.
Vice is a tool to detect api hooking, needs dotnet installed..
on my debian I always use iptables and
rkhunter