I can usually tell if my PC is acting out of the ordinary. I know (for the most part) what's running at any given time (system resource-wise), and notice any slowdowns... prompting a scan.
I dont doubt that i have some spyware. I'm not terribly concerned with cookie spyware as long as i dont notice a slowdown on a 833mhz Athlon.
Being behind a NAT helps too. As well as never opening unexpected emails etc.
I'll post results after i run my scan.