Eliminate Spyware for good...!
Throw out your Windows machine and buy a Mac.
There is no (known) Spyware for MacOS X, with the exception of an older, bugged LimeWire client. However, stay off the illegal P2P sources and you'll never have to worry.
There are some web cookies that will track clicked links (and will affect just about every OS), so try to be proactive and clear out old/unknown cookies or use a browser that will allow you to individually accept or decline each cookie as they come. Stay off foreign/third-world domains or porn sites and you can avoid many of these.