There are no adware/spybot tools (yet) that will successfully detect/remove/block all the various adware/spybots crawling around the WWWeb so What I do and recommend to clients is to run at least two reputable tools in tandem to ensure that you are at least getting
most of the little buggers.
On my (Windows) machines I run a combination of
Spybot Search and Destroy,
Lavasoft AdAware, and
Spyware Guard by JavaCool Software. I enable the teatimer (active spybot/adware blocker) included with Spybot S&D and keep a schedule to run the executables at least once each week.
In addition I use JavaCool's Spyware Blaster and surf almost exclusively with FireFox, which I keep regualarly updated.
I used to run ZoneAlarm but, with everything else I have loaded plus the NAT firewall, I discovered it was overhead I didn't need.
Since starting this regimen about 8 months ago, my incidents of discovering spyware/addware has dropped to an average of <1 per month.
On client machines on which I have performed clean-up "surgery" and subsequent installs of protection, the computers have perform a subjective 60-100% better. Not to mention the reduction in crashes and mysterious behaviors.
Just my $0.02
BTW, I heartily recommend getting a start at the GRC site Islandroutes mentioned. Good stuff + a little education.
K