The anti-malware programs have limited effectiveness. They are only as good as their ability to keep up with the thousands of new variants that come out every week. When all is said and done none of these are much better than another. Just make sure you have one.
The best additional protection you can add is a web filter that is powered by corporate enterprise data. Good ones are
Open DNS and
Buecoat K9. Both are free and both maintain nearly real time lists of malicious websites and IP addresses discovered on the Internet. I would not surf the net without one or both of these.