What Kind Of Security Do I Need?

Nowadays there seems to be so many different things that you want to be protected from (anti-virus, malware, spyware etc.), what is all of that, and do I really need it?

I have Windows Vista Home Premium 64-bit, and I'm just wondering what I should use. I do all kinds of internet surfing, but I don't like not being able to go to a specific site, I would rather the program just block it. I download lots, music especially, so heavy protection on that front. Other than that I don't really know what to do!

Someone please recommend to me what kinds of protection I should be looking into (not the brand name itself, but the specific thing I want to protect myself from)! Example: I know there is Norton Anti-Virus (although I personally hate it), but then there are ones for all kinds of different things, still made by Norton.

I have been noticing many free download-able programs and they seem to be a lot lighter on the system. If anybody knows of any good ones, please call em out.