I downloaded Spyware Derminator some months ago and discovered that it installed a bunch of stuff that I consider to be spyware or bloatware. You might consider the addons to be harmless or even usefull; but I did not. I do not need a parental control thingy (unless it effectively controls my parents) and I certainly did not need yet another search toolbar. I had a hard time removing all this stuff, and the crawler thingy is still on my hard drive. These addons can be avoided if you carefully read and understand all of the install screens -- including the ones buried deep under other screens -- and uncheck the default "options". Most of these things attach themselves to Internet Explorer by default, which is fine by me because that is not the browser I use (I use Opera because it is still the most secure browser according to Secunia http://secunia.com/).
For antispyware, I use Spybot Search and Destroy http://www.spybot.info/index2.html, AVG antispyware http://www.superantispyware.com/, Superantispyware http://www.superantispyware.com/, and Winpatrol http://www.winpatrol.com/.
All of these programmes use different approaches in fighting malware. I have Winpatrol and Spybot running constantly, because they monitor my system for unauthorized changes to my system. I do this because malware changes so rapidly that no individual security company can keep up with them all. These two programmes seem to alert me to different types of activities.
I like AVG and superantispyware because they add "scan with" options to the context menu. After I download anything from the internet, I highlight it in my browser's transfer window, right click and scan. These two programmes also alert me to different types of spyware. AVG did not alert me to any of Spyware Terminator's addons, Superantispyware alerted me to 126 items and removed them all.
I don't use my thumb drives outside of my home, so can't give much advice. A google search on "portable firewall" free came up with 1,130 hits. You can search The Portable Freeware Collection forums http://www.portablefreeware.com/ or Mark Taw's favourtie smallware collection http://www.marktaw.com/reviews/MyFavoriteSmallware.html.
Addendum
I just had a look at the webdefender page. Lists of "bad" web sites are dubious for a lot of reasons, not the least of which is the fact that bad guys change their web sites all the time.
If user ratings are the basis for determining whether a web site is safe or not, I would not bother with this programme. We have seen recent discussion of the usefullness of the rating system on GOTD and most agree that it is not particularly usefull. Many people vote on the basis of a momentary whim, rather than on the basis of an indepth assessment. People could easily give a thumbs up to a web site just because they don't see any immediate sign of infection -- doesn't mean they haven't been infected.
Additionally, they can vote against sites for political reasons. I have seen reports of atheist web sites such as Freedom From Religion ffrf.org/ being blocked by parental control software that labels the sites as "adult".
I think most browsers nowadays have security features built right in. Opera allows me to check for three different aspects of security on any site I visit -- a check of its security protocols such as ssl, a check of the site's security certificates (whether they are authentic and up to date), and a fraud check (to see if the web site is masking as a legitimate site).
Most browsers also offer many ways to block different types of content and to modify the way the site is allowed to interact with your computer. You should investigate these rather than rely on lists of bad web sites.
