If I remember correctly you had mentioned a while back that you were gonna get a new PC. Congrats, you'll love it. You are correct, an AV program is a must. I'm going to assume that this new computer will have XPSP2 installed on it so I would make sure that the Window's Firewall is turned on BEFORE to get on the net. I would go immediately to Windows Updates and get whatever updates have been released since the computer was built. I would also update the virus program immediately because the definitions will NOT be up to date. Make sure you do that particularly before you open any sort of e-mail program. As far as spyware/adware/etc. It would not hurt to have the basic ones installed ahead of time but as long as you are covered on the other things you would PROBABLY be OK downloading them after you do the virus defs and Windows Updates. You COULD download Spybot, Ad-Aware. etc. onto CD's ahead of time and load them before you go on the internet if you wanted to also. Here are some links if you need them.
Spybot S&D (download, check for updates, read the tutorial and scan often, it also does some blocking)
SpywareBlaster (a blocker only, download it, check for updates, enable it and leave it alone except for checking for updates occasionally)
SpywareGuard (similiar to SpywareBlaster but works in a different way and does not update as often for that reason.
Ad-Aware SE (a scanner, download, check for updates, read the directions and scan.
cwshredder (stand alone unit)(another small scanner for certain things, ALL other windows should be closed)
Before hooking up a new PC to the internet for the first time besides having a good AV program already installed what other programs should someone also have installed on any new desktop PC to protect their PC from spyware; adware and such before connecting to the internet for the very first time?