AVG Anti-Spyware also exists however - and that's what I'd recommend. I spend ages cleaning up HDs I have to examine at work, in case of hidden infections etc, and AVG find almost all the ones I can find manually, so it's very good.

Download AVG Anti-Spyware Free here

If you really care, you can learn to trawl the registry and other places for spyware - but for a normal user AVG and probably Ad-Aware or Spybot Search & Destroy are more than sufficient.

Make sure you have Anti-Virus (I'd pay for McAfee, or AVG free) and a firewall too.