Spyware Doctor and Counterspy are the best on the market IMO (In my opinion) Although sadly these are not free

Free Alternatives are:
Ad-Aware Personal SE
Spybot Search and Destroy
MS Anti-Spyware
Personally these are all great although Spyware Doctor is the best IMO although (free trial available from download.com) I also use Ad-Aware SE and Spybot S&D.
They tend to do the same thing although the amount of spyware out there is huge! which leads to needing more than one as different Anti-Spyware utilities find different things.
Hope this was of help to you,
Tek-Guru