How well to you trust antivirus, firewall and antispy software? Surely some internet nasties would slip thru the net (no pun intended), even big named s/ware like Norton?
THere are always some that slip through the net- such as any trojan horse that ends up in your System Response bit! But I have found if you type in the name of the virus you can't get rid of, into Google, then there is usually a computer help forum that someone has posted with the same advice on.
If you're the first ever person to be infected by it then your antivirus will probably not recognise it. However, most a/v products have the ability to check for virus like activity and deal with it wther they know the virus or not.
Keeping your product up to date is the best and only thing you can do. =)
I dont think there are any programs that will detect and catch everything, and if there was it would probably be so secure it would not let you do much of anything on the net without some kind of security block stopping you. I have norton and have never had a problem.