*lol* can't believe anyone would think that Trend would be the software of choice for securing one's system.
seriously, doesn't really matter whether you're using *nix or Windows or Apple, all systems are vulnerable in one way or another. I agree with the dedicated firewall option - doesn't need to be fancy either, you can use IPtables on Linux, will work fine.
as to the best security software out there have a look at the Kaspersky AV software - technology's great and has been independently verified. I personally dislike the "Internet Security Suite" approach - most of the home user stuff is bloatware - and really resource intensive.
i suggest:
1. ensure that unnecessary accounts on your computer are disabled/removed.
2. ensure that every remaining account has a strong password.
3. rename the administrator account, and on linux, dissallow su to root from remote sessions if possible.
4. disable unnecessary services where applicable (eg. IIS, Windows Media Sharing, SMTP servers, etc.)
5. ensure that your system has the latest patches and signature files where applicable.
6. deploy layered security techologies, eg. a perimeter firewall with application inspection capabilities, desktop AV with HIPS (if you're paranoid) and anti-spyware.
7. monitor running processes and the "Run" key on Windows boxes, and familiarise yourself with your system - even if it's only a process count. that way you can catch odd processes and behaviour.
there's a lot more stuff you can do, but it just depends on the balance of security vs. usability that you want to achieve.