Both spybot and Adaware are well-respected & very effective programs. I have been using spybot for almost a year now & really like it, though it only finds spyware if you re using Explorer. I use Netscape most of the time & it doesn't work as well with that. Her's the link to
Spybot's website. It is free to download, but the author of the software does have a paypal address listed in case you want to donate to him. He doesn't believe in charging for software, and does it out of the goodness of his heart.
Here's the link to
Ad-Aware. I don't know much about it, but it is well-respected & works well, too. I have seen the recommendation that users install both programs if they are really worried about spyware, as neither of the programs will find every bit.