antispyware progs try their best, but it usually take about 2 or 3 of them really get rid of the stuff. Spyware is currently in a state of flux and evolving, so many of the newer spyware and hijacks go undetected by many programs, and thats where hijackthis comes into play. however, i have seen 2 hijacks recently that Hijackthis doesn't even detect, and i've had to yank them out manually.
in answer to your question, i would recommend the microsoft anti-spyware as your main defense, and ad-aware/spybot s&d to run weekly scans to pickup stuff that MS may miss. Oh, and also you may want to let the MS antispyware report its findings to it's community, (it will ask you), this is how it accomplishes above average results over other programs.
