I would do it this way;
1] Clean out any temp files, (goto Start > Programs > Accessories > System Tools > Disk Cleanup.
2] Update and run anti-virus program,
3] Update and run any anti-spyware programs
4] Update and run Ad-Aware,
5] Reboot, run Scandisk, (If you're using Windows Xp it may ask you to reboot again).
6] Reboot when Scandisk is done, and run Defragmenter.
You shouldn't need to set a System Restore before any of these actions but you can if you wish.
But I would create a System Restore point "after" you have done everything. Then, if you have any problems later, you know you have got a clean system to come back to.
Mark
In what order are you to run the cleanup programs, Defrag, scandisk, Ad-ware, Spybot, Viris cleaner, cookies, clean temp files,delete history, etc. I dont'know what is suppose to be the order to do these. Are you to set a System restore point before doing anything? I am a really newbie newbie!!!

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic