You noted Norton 2004 and F-Secure, but never stated which products you have. Antivirus? Firewall? Internet Security suites? That's a very important detail, as both companies produce a number of products.
Now, assuming that the above two are or include antivirus protection, you have three antivirus applications installed (including AVG). Are they all running at the same time? If so, there's a problem. You should only have one antivirus application running at a time to prevent conflicts that can cause more harm than good. Thus, choose one and either uninstall or at least disable the others.
I'm assuming you mean Spyware Doctor from PC Tools? If so, good.
When you say Webroot, I'm assuming you mean Webroot SpySweeper and not, say, WindowWasher. Personally, I think SpySweeper is superior to Spyware Doctor and would consider having both running a little excessive, but it won't do any harm. (Besides slowing down your computer...the more running at once the slower it will become.)
HiJackThis is good when you think things have gone sour.
Personally, I'd say FreeRAM XP Pro would be unnecessary, but again, it's up to you.
I've never heard of ErrorKiller before, so I cannot comment on how good it is or how it compares to the others. However, three full-powered real-time antispyware applications is excessive and will result in decreased system performance. I'd cut it back to one or two, and switch every so often if you like.
One glaring absence is a firewall, your first line of defense. It's like leaving your front door wide open, but then lining the foyer with machine guns. If you close and lock the door there's less chance of intruders and less of a need for excessive interior protection. (Look into something like ZoneAlarm, which has a free version.)
Other good security software includes Windows Defender, SpyBot, AdAware, and Ewido, all of which are free. However, with what you've got setup I wouldn't consider any of that necessary, and for use only if you think something's made it's way through the machine guns.
Hope this helps,