People fail to mention the registry in Windows.  Malware often gets hooks in there and can hide from the user.  To keep my Windows systems running right, there is all kinds of extra programs required just to clean up.  Besides the anti-virus and anti-spamware, I also have to run other "cleaner" type programs that clean up the registry, clean up temporary files, remove programs that can't be removed completely the standard way, de-frag the disks, etc.  Granted, I have not  upgrade to latest Windows, still using XP, but my understanding is the new ones aren't that much better.  They still have the registry, for example.