Renee..
As Kees noticed in your post, the article written at the Download blog ( Killer Download: The Big Three free security applications ) was created over 5 years ago.
The author's choices of "The Big Three" categories remain timely. But I do question whether his choices of software are as timely.
Wpgwpg has already addressed some of your concerns. As noted, Windows has a built-in firewall. I see no reason not to use it. You indicated you thought Windows Defender included a firewall, despite the fact you had it turned off. For clarification sake, it does not include a firewall.
You asked about Ad-Aware. I'm unable to offer an opinion, as I haven't used it in many years. If you do decide to go with it, keep in mind it now includes A/V protection, in addition to A/S protection. It may cause a conflict. Have a look at the Lavasoft Support Forums. You may get some answers there.
Whichever you eventually choose, it's still going to be up to you. What may work well for someone else, may not be suitable for you and your system. You might want to consider experimenting with a few.
Lastly. And most importantly, in my opinion. No matter how much security software is in place, you remain your systems' first line of defense. Commonsense and safe computing habits are essential.
Best of luck..
Carol