
Only do critical (i.e., related to money) work on a machine that doesn't cruise unfamiliar websites. Use that old dusty obsolete box for searches, then you (mostly) don't care if it is infected-- image the drive and re-install every now and then, no reason to waste money on antivirus for the dustbox.
Or use Knoppix or another read only media OS. There is no real reason to have only 1 physical machine anymore.
You can also use a brouter / EtherReal (or Snort/Ntop) and sniff what back alleys your PC is really visiting when you aren't watching! A TB drive will store a couple of years of trace information for most people if you aren't hooked on youtube or BitTorrent or such.
The only reason most of us haven't had our identities stolen yet, is that there are just soooo many easier targets... totally unprotected machines waiting to be plucked, or machines manned by children, while we all have at least antivirus, firewall, and don't promiscuously share admin/superuser privileges right? Eh... I don't see too many hands raised out there....