Not using antiviruses usually cause most of them are just ways to crawl into your data. MS already does it so at this point ill let him "protect" the pc for what it matters.
But if i have to suggest you lads a good one, IMMUNET.COM it's an open source one, ugly ui but pretty tough ;)
Cheers
Set the router's DNS settings to OpenDNS or Google DNS. This will force any device on the network to use OpenDNS/Google DNS. If you set up an OpenDNS account you can set up which categories to block and specific URLs to blacklist/whitelist.
If you would like it for just one device then set up the network adapter with hard coded DNS entries.
If the device is Windows based you can also install Immunet antivirus. It's a light app and is designed to run along side with any other AV installed. It's a community based AV so when computers around the world start showing odd behaviour it will take action to block it for the rest of the users.
Immunet uses the free-and-open-source ClamAV core. But as far as I know it is not open-source itself, and it's only "free" in a technical sense as it still requires registration and they probably harass you with ads for the "pro" version if not other things too.
An interesting idea to look at is a new package that looks awesome from the beta: Sourcefire FireAMP
For a Enterprise level managed solution, it is easy to control and manage. I don't know how much they will be charging, because it is not yet available. It is the best managed Solution I have seen. Best way to look at it would be to contact a rep, but again ... I don't know a release date.
http://www.trademarkia.com/fireamp-85484779.html
Main page for current offering AV http://www.immunet.com/main/index.html
Info Whitepaper http://info.sourcefire.com/5LawsofAntiMalware.html
McAfee is horrendous bloatware. Get rid of it. There are plenty of free AV including Windows Defender. If you get paranoid you can install Immunet which is a companion AV. I'm not sure how Windows Defender would take to it though as it shies away from any other AV. Free AV include Microsoft Security Essentials, Avast, Avira, AVG, Bitdefender, and more.
Along with safe browsing habits, I would recommend Immunet which supplements your current AV with the database signatures of other AV vendors.
or Threatfire
I've just recently switched from Avast! and have started using Immunet AntiVirus, it's basically a free version of Cisco AMP. Anyone, feel free to comment to Immenet/Sourcefires's trust or usefulness. More here: https://en.wikipedia.org/wiki/Immunet
To answer some of your questions, check ProcMon from Sysinternals for running processes that appear malicious. For this, Google is your friend.
If you're very concerned about have been infected, try a 'more aggressive' malware scanner such as RogueKiller.
Edit: Added further information. Spelling.
Immunet is Cisco's AV solution, using its own engine engine for internet enabled scans, with ClamAV as the fallback for offline scanning. Cisco also owns ClamAV's trademarks and copyrights
http://www.immunet.com/index https://en.wikipedia.org/wiki/Immunet
I've just noticed that Immunet released a V5 http://www.immunet.com there seems to be no infos about it on other websites, I used the previous versions that were quite nice even though they were quite dated.
Anyone tried and got feedback about it? (I'll only be able to test it tonight)
Immunet is a companion antivirus created by leading security vendor Sourcefire/Snort which is now owned by Cisco -
http://www.immunet.com >COMPATIBLE WITH EXISTING ANTIVIRUS SOFTWARE for an extra layer of protection.
Otherwise, yes more than one antivirus on any computer or device is a bad idea.
Instead of using ClamWin, check out Immunet as I believe their AV matching is done by ClamAV.
EDIT: ya, seems that way. Check out the FAQ on ClamAV's website (specifically Q3)
Avira AntiVir Free scores better than Kapersky and Norton (not the corporate SCS though) on virus benches, and it's free. What more could you want?
ED: I also run Immunet, since it barely takes any resources and seems to plug the one or two holes that most other antivirus programs have.