Ad-aware is not enough as it focusses mostly on spyware and not on viruses.
For real protection I'd advice keeping both something for spyware and something for virusses.
There is one good program called hitman, that's completely free. Go here:
http://www.hitmanpro.nl/hitmanpro/index.php?option=com_content&task=view&id=3&Itemid=9
Feature overview
* Downloads and installs automatically well-known anti-spyware programs, such as CWShredder, Ad-Aware, Spybot S&D, Spy Sweeper, Ewido Micro, Spyware Doctor, Spyware Blaster, NOD32, Windows security updates, hotfixes against unpatched security leaks, etc.
* Downloads automatically the latest updates (this is often a manual task without Hitman Pro).
* Controls automatically the third-party anti-spyware programs. Scans and removes found threats and protects against malicious ActiveX components.
* Makes use of (if applicable) purchased versions of commercial anti-spyware programs (such as NOD32, Ad-Aware, Spy Sweeper, Spyware Doctor).
* Configures the anti-spyware software for optimal results.
* Generates one comprehensive report and presents the user with a clear picture on contamination and protection.
* Expert-function for advanced users for full control over the found objects (files, registry keys)
And it does all of that with a single click on a button
But you would still need an anti-virus besides that. Personally I was always happy with kaspersky and didn't put up a firewall since I was already behind a router, but since you prefer combined programs zone alarm might be your cup of tea.
For regestry cleaning I used to use "amust"
But that isn't really a must for the general pc user. It is handy though when you're tweaking programs and want a fresh install of a program (when you uninstall programs certain regkeys stay, so when you reinstall your installation of the program isn't always fresh). Other then that regestry cleaining isn't really that necesairy.
Finally a golden tip, do your pc a favor, and don't use Microsoft Internet Explorer but get Firefox.
http://www.ie7.com/
Hehe, I love this URL
And if all of this is getting to much for you, you can do what I did. Format your PC and get Ubuntu
http://www.ubuntu.com/