I'd argue that simply not using IE is more effective than AV software.

I've only had one notable infection at work, and it was due to accidentally ("accidentally"?) visiting dicks.com instead of dickssportinggoods.com and having IE, um, get what was happening on the site happen to it, too.

Also not being a spaz. I have one user for whom my AV management interface shows as many prevented infections as everyone else put together. Perhaps twice as many as everyone else.