Windows Firewall + Avast Free + Malwarebytes Pro for me, very rarely have any issues. If I'm visiting any site I suspect could be dodgy I close out of it in my main browser and open it up in Sandboxie too. Never had any issues with this set up.
I used to use Norton until it got to the point where it was throwing around so many false positives it would probably even try to delete system32, at that point I got fed up and switched. It's idea of automatically quarantining lesser known files, while helpful to some, was downright disruptive also.