Depends how you decide what is better than the other.
If it is a performance/price ratio, there are free anti-virus software..
If you want maximum security.. there is no such thing.
If you upload a file to virustotal.com, (a site that scans files online), you'll see that it scans with 40-something AV programs and STILL claims that even if the file passes the scans, it is NOT 100% virus-proof.
If you want some security, I say start with your surfing habits. Most of the shady sites (porn, warez...) that make phishy offers are either after your email or your identity.
Pop-ups and pop-unders.. never click on them, unless it is the "x" you're aiming at. Pop-ups will often take you to those sites, so pup-up blocker would be a good asset in security. So will the ads on those sites. Some ads are made to look like they are part of the site to trick you into clicking them.
Here's one example how you can be tricked into clicking on the link:
Read a little of this post: http://www.int13h.com/index.php?whipple=3&fish=8&grunties=217
The link is safe and not a porn, don't worry. No tricks like that there. (nor here :) )
The "trick" on that page is this: The blurry text is not a text, but a picture which easily could've been a link, so if you were to select (highlight) the text to make the reading a little easier, you would be clicking on a link without even knowing it. Next thing you know, you get bogus warnings all over your desktop (that you can't get rid of) telling you that you have been infected with a virus (duh!), bla bla bla, or, even worse... you don't notice anything unusual and go about your every-day buisiness, shopping and whatever.. but somehow you start getting spam in your email or somebody in god-knows-where-country is making a withdrawals from your bank account...