The continuing story is these are not flawless and the rest of the protection is us. We must help by not downloading from shady sites and more.
For me, I add in 2 more things to help me avoid bad sites.
Web Of Trust for my browser. https://www.mywot.com/
AdBlock+ to block even more thing. https://adblockplus.org/
Bob
(Using Win 7 on a pc)
We use a router all the time for our internet. I'm *really* not a technical guy when it comes to this stuff.
All I know is I have Avast (free version) & Super Anti Spyware (free) installed. (along with the Windows firewall)
Is this enough with the set up I have?

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic