I know nothing about reviews of security software but here is my experience.
I don't visit dodgy sites but the PC is online about 2hrs every weekday and way more than that at weekends. I bank online and buy loads of stuff, use lots of forums and I play online games.
My PC uses XP (fully up to date) and I have used AVG, Zonealarm, Asquared and SpyBot Search and Destroy for the last 6 plus years. I always keep these updated. AVG and Zonealarm run all the time and make no impact on resources (its unusual if they take more than 3% of the cpu usage) the others I run about once a week and do a full AVG scan most weeks.
In the those years the PC has never had a virus or any other nasty.
They work for me, but there are lots of other. However, there is no need to spend anything on security.
Dave