If you're running Windows (most versions), you can boot up in Safe Mode, which prevents most viruses and spyware from running. At the same time, you will have access to all of the files on your hard drive. That gives you the opportunity to disable all of the malware and delete the files from your computer. It's time consuming and you have to know what to look for, but it is the most effective way to make sure that all of the malware is removed.
There are three places where virus scanners fall short: batch files in your root directory that load viruses into memory when you start Windows, programs that are set to run as "Services", and new entries in the Windows Registry. You can manually delete batch files, and if you go into the Administrative Tools and select Component Services, you can disable the malware programs that are set to run as "Services". If you use RegEdit, you can remove the lines that make the malware run when you start Windows, but before you remove them, make a list of all the file names and file locations so you will know exactly which files are causing the problems and where to find them.
Most malware is written to your hard drive in the following directories: the root directory on your hard drive, your browser cache, your temporary folder(s), and the WINDOWS/SYSTEM32 directory. If you see a lot of suspicious looking files that all have the same date, then you probably received a trojan package that unpacked itself and wrote a bunch of files on your hard drive. If you see a file that has a funny looking name, it may or may not be safe to delete. If you see a file with a name that sounds like a real Windows program, you can search for spyware reports using Google to see if anyone has reported it.
If you delete your cache files and temporary files and stop the malware programs from running when Windows starts up, your computer will be in relatively safe condition even if you missed a couple of things. At that point, you should RE-INSTALL your antivirus software (chances are, the malware disabled it) and run programs like CCLEANER, AD-AWARE, and any good spyware remover.
To prevent yourself from going to malicious websites in the future that will try to install malware on your computer (they usually disguise themselves as "attractive" sites that lure you to them with goodies like porn and pirated software), you can install a HOSTS file that will effectively disable them. Go to the following website:
www.someonewhocares.org/HOSTS