I was also frustrated by various security programs slowing things and not being effective. I usually turned off numerous features to keep my system from slowing so much. MS Security Essentials didn't slow things but was ineffective on several trojans.
When I purchased a new desktop, Trend Micro Titanium was an optional add-on at $15 for a three-year subscription. Been using it for two months now. Very impressed with how it doesn't slow down anything. It has caught several bugs on my pre-existing flashdrives and external hard drives, ones that MSE and Super AntiSpyware and Malwarebytes did not catch on my previous computer.
Finally, I feel there is a robust security system in place on my computer that is also lightweight (not a resource hog).