SQLWebpedia

Here is my short list of software programs I use for finding and preventing spyware:

http://www.lavasoftusa.com/  (Makers of Ad-aware - finds spyware and malware)
http://www.safer-networking.org/en/spybotsd/index.html (The real Spybot Search and Destroy spyware detection tool - forget about the similar named competitors.)
http://www.avast.com is my virus protection tool of choice (IM, email, Web, local protection).

All have free versions, which you just manually run, except Avast, which runs all the time. The pay version of Ad-aware just does automatic updates of definition files and schedules running of the files. I just run tool, do definition updates and execute the scan manually, not a big deal and easy to do. The tools may find cookies, you can ignore them - they are fine.