Check out www.grc.com and click on Sheilds Up. You can have your computer thoroughly checked for any vulnerability, and then enhance your own protection from both spyware and other nasties through this method.
There is no protection aside from your own really, so it pays to see how good your firewalls and other security methods are working.
Hope this helps, and if anyone knows any other similar links then feel free to post em here as well..