Since, at present anyway, probably 99% of all spyware depends on Internet Explorer, not using Internet Explorer is quite possibly the single best thing you can do to avoid having problems down the road. If you use something that isn't Internet Explorer, or Internet Explorer based, you are effectively immune to spyware, for the time being. Sooner or later it will likely start to catch up with other browsers, but other browsers have learned from the mistakes made with IE, and are quite a bit better prepared. The two main problems with IE, is it's close integration with the system, and the fact that ActiveX controls are not really all that different from any other program you may run on your Windows computer. And I think that if you look, you'll find most security experts recommend not using Internet Explorer whenever possible. It has a very long history of total system compromising security bugs, Outlook and Outlook Express use Internet Explorer to display messages, so they can't be trusted either. Of course if you want to get a good idea of why it's not such a great idea to use Outlook or Outlook Express, research the history of the Melissa email worm, and the numerous variants that crippled email systems all over the world. All spread exclusively by Outlook and Outlook Express.
Unless a reputable site is hacked, and some some of attack program is installed, the worst you should really have to worry about is tracking cookies. On the privacy risk scale, they rate pretty low. It's also easily remedied with something like Firefox's session cookies.
If you do have spyware, then yes, removing it will do wonders for performance most of the time.
Defragging is a pointless activity for the average user, since disk access times are not critical, nor is it the limiting factor in program speed.
The unsubscribe thing was for spam. If you're getting messages from a reputable source, unsubscribe links are probably safe. However, if you're getting 50 viagra solicitations a day, each one with an unsubscribe links... Clicking that link, or sending a message to that address will loose the floodgates, and a torrent of spam will be forthcoming.
I do agree on the getting a console for gaming, however there are some genre's that really only work on a PC. Real-Time Strategies come to mind. They might also work for the Nintendo DS, and even the Wii with a bit of ingenuity, but the DS screen is just too small to really make it work well, and getting it right on the Wii would probably be quite the trick. First Person Shooters also really only work well with a mouse and keyboard. Of course if people were to take a cue from the Metroid Prime series on the GameCube, they might learn something about how to do a FPS on a console that doesn't suck.
The downloading music is part of what I meant with the file sharing/P2P programs bit, though iTunes is probably fairly safe, along with the others backed by major companies.