No AV can protect you 100% - never rely solely on *any* AV. Perhaps consider extra protection such as ThreatFire (which is designed to run alongside your AV), SpywareBlaster (which helps block some known sources of malware and other crap) and a HOSTS files (which also helps block known sources). All free:
http://www.threatfire.com/
http://www.javacoolsoftware.com/spywareblaster.html
http://www.mvps.org/winhelp2002/hosts.htm
As for a good AV, ESET NOD32, Kaspersky Anti-Virus, and Avira AntiVir *Premium* (the 'paid-for' version) are considered "the best". At this point in time, they would be the only three I would consider.
To help increase your security while browsing, download and use Mozilla Firefox as your web browser (if you don't already) and install the following add-ons:
* NoScript - very good at blocking script threats/attacks; a *very* common source of infection. <<<< highly recommended >>>>
* Adblock Plus - very good at blocking ads and pop-ups; another common source of infection.
* Web of Trust - helps alert you to known 'bad' sites.
All add-ons can be downloaded from http://addons.mozilla.org/ (all free)
Last but not least, file sharing is a very common source of infection... but hey, at least you are already aware of that. Have you ever heard the saying, "If you play with fire, you are going to get burnt"? File share at your own risk! If it bites you, that is your own fault.
EDIT:
Also, ensure all your programs are up-to-date with the latest versions and/or patches. Some malware writers target old, insecure programs as a way to get their bad-stuff onto a computer. Keeping everything up-to-date at all times will help lower the risk of some infections. Secunia PSI is very good at helping you do this.
http://secunia.com/vulnerability_scanning/personal/ (free)
You should also consider purchasing a stand-alone anti-spyware program with real-time protection, such as SUPERAntiSpyware or Malwarebytes' Anti-Malware (considered two of the best).