Not the official opionion of my firm or security practice, but I would ALWAYS use individual products. For home use at the moment, the free options already mentioned should be happily up to the job. My windows box (yeah, I know - but some games...etc) with AVG and ZA seems perfectly fine, although I would never use IE, and have the useful security extensions mentioned in the firefox thread.

Even for corporate use, I have never encountered a single vendor solution I would rate anywhere near the security gained from individual best-of-breed or best-fit-for-purpose solutions.

ymmv