WARNING: MASSIVE POST ALERT (sorry...

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I'm not going to name just one product in each category, because I think different products suit different people. Instead, I'll give you a selection to choose from with descriptions. I like to be awkward
Security:
Anti-viruses:
AVG Free 8.5 - Popular, user-friendly and provides very good virus and spyware protection. More resource-heavy than the other anti-viruses.
Avast! - Not as popular or easy-to-use as AVG, but it's very customizable, provides good protection and is light on resources.
Avira AntiVir Free - From the independent testing I've seen, this has the best detection results out of the three, but there's not a huge difference. It's not as user-friendly as AVG and the advertising can be a bit intrusive, but it's light on resources.
Firewalls:
ZoneAlarm Free - Easy-to-use firewall that makes a great replacement for the Windows Firewall.
Comodo Firewall - Great firewall with lots of features and options, but can be confusing for less experienced users.
Browsing:Firefox 3.5: A rock-solid browser with good security, fantastic standards support and tons of add-ons and themes so you can customize it to your heart's content.
Internet Explorer 8: Internet Explorer has an appalling track record. Luckily for the millions of newbies that never think to change from the default browser bundled with their computers, the 8th version is actually fairly decent. Microsoft have added some nice features like Accelerators and improved standards support (although it's still lagging behind the other browsers). However, the interface is still decidedly old-fashioned, there's little in the way of customization, it's always the most-targeted browser as it has the largest market share, and I find it to be slower at rendering pages than the other browsers.
Google Chrome 2: One of the newer browsers, Google's offering is pretty good. It's my favourite and I use it as my main browser. It's fast, has good standards support, is very secure thanks to its sandboxing approach and has a very "no-frills" interface - ideal if you don't want your browser to distract you from browsing. There's virtually no add-ons though, and those that exist require a fair amount of tweaking to work.
Opera 9: An extremely fast browser with the lowest resource usage, Opera is pioneering many new features which other browsers don't have, like built-in torrent support. It also has good security, and is customizable through the use of 'widgets'. It has a fairly 'unusual' interface, that you either love or hate the instant you see it. It's a shame that most people seem to overlook it really.
Safari 4: A reasonably fast, standards-compliant browser with some very nice visual features, such as 'Cover Flow' for your bookmarks and history. However, it uses a HUGE amount of resources (over double the amount any of the other browsers use). I'm not sure about add-on support tbh as I don't know a great deal about it.
Incidentally, for another topic I compared the resource usage of each browser on my Windows 7 laptop. Here are the results, in case you're interested:
Spoiler: Click to Toggle the Spoiler.
QUOTE (Cattius)
I mentioned resource usage in a previous post. Here's the resource usage of IE8, FF3 and Chrome 2 on my Windows 7 machine. Each browser has one window open, showing the main page of the Sals forum.
Google Chrome 2: 2 processes 48MB RAM 0% CPU
Internet Explorer 8: 2 processes 35MB RAM 1% CPU
Firefox 3: 1 process 49MB RAM 1% CPU
What is interesting is that, despite the fact IE8 seems to use less resources, it is noticeably slower than FF and Chrome when browsing pages. I didn't actually time the startup for each browser, but I judged Chrome to be significantly faster at starting up, and IE8 and FF to be roughly equal in startup time (however, bear in mind Chrome only had to load the New Tab page when I started it up, whereas IE8 and FF had to load Google). Also worth a mention is the fact that Firefox and Chrome loaded the Sals forum main page with no errors; IE8 reported an error loading an image.
As I said before, with modern computers resource usage is no longer a major issue, but I still found it interesting to compare the browsers.
EDIT: I installed Opera and Safari for Windows to compare them too.
Opera: 1 process 20MB RAM 0% CPU
Safari: 2 processes 130MB RAM 6% CPU
Safari doesn't seem to be exactly lightweight

Both browsers loaded pages very fast, IMO at the same speed as Chrome, and faster than FF and IE8.
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I also very highly recommend using the WOT (Web of Trust) add-on in whichever browser you choose to use. It lets you quickly see whether a site is safe or not and thus enhances security. It is available as an add-on for IE and Firefox, and as a bookmarklet for all other browsers.
Media:I recommend using all of the following programs btw as they serve different purposes.
iTunes 8: Great program, very popular, just annoying that its resource usage is so high. Perfect for if you have an iPod and want to update it/buy media for it. Some people really don't like it though, so here's
a selection of free alternatives.
VLC Media Player: A useful open-source program that can play just about anything you throw at it.
Spotify: Free, high quality music (with occasional adverts), available whenever you have an internet connection.
Clean-up:
Just like for Media, I recommend both these programs.
CCleaner: I know you already know about it, but a clean-up tools list wouldn't be complete without it

Cleans up junk files and tidies the registry.
Defraggler: A very nice defragmentation tool. Works well, no need to run it very often.
That may seem like very few optimization tools, but you don't need many.