I use Hijack This! to find imbedded objects, registry entries etc.. Process Explorer to look at the processes running and MSConfig to see what starts on startup. Although Process Explorer typically wouldnt be seen as a adware/spyware removal program. Many adware/spyware run a process in the background which can be identifed by Process Explorer.
After the cleanup with these 3 programs I typically run AVG to cleanup any remaining nastires.
Ad-Aware, Spybot, Spyware Blaster, and Ewido's Anti-malware. They've been working fine. They also seem to find different kinds of stuff and one of them also helps to prevent.