If you have an old computer lying around, and your technically inclined, I would highly recommend the compleatly free pfsense. Its a great web-based firewall operating system, based on the awesomeness that is FreeBSD. Since it is a non-windows OS, the system will be completely invulnerable from any kind of windoze adware/malware/ect and will do a very good job filtering out most crap entering your network.
All you have to do is take your old computer and add two network cards to it, then install pfsense from CD. Once your finished, you plug your modem into one card and your wifi router into the other. You don't even need a monitor or keyboard during normal operation, just stick it in a closet and forget about it. :) You can control the whole box from your web browser.
If you don't have an extra computer lying around, you can get a cheap-o one off of ebay for around $30 plus an extra $15 for a second network card. So for about $45 dollars and around 3 hours of work, you can have a enterprise-level dedicated firewall that will rival most government agencies.
(No really, the pentagon uses this stuff. There is a DoD webpage somewhere detailing this, but I cant seem to find it. This one is close: http://www.workers.org/ww/2003/darpa0501.php They speak about OpenBSD, which is a bit more secure than FreeBSD, but they are rather close.)
For additional security you can dual boot Ubuntu Linux. What this means is you will have two operating systems on your computer(s) and you can switch back and forth between them at boot. Linux is a much better OS, and like pfsense, is invulnerable to all windoze adware/malware/etc.
If all that seems like a bit much for you, well, there really isn't too much you can really do to have a truly secure system. The best tip I can give is to use Firefox. It really does help. I have also installed Clamwin and MoonAV on a few computers, and they both seem to help.
Edit: Found the DoD link -- http://ce.sharif.edu/~alangian/