Spyware really isnt an issue in LInux.
I use Firefox + NoScript + CookieSafe along with Privoxy, block third party cookies, and have it set to ask every time. Anything I don't need everyday like mail and forums, I set to use For Session. I also turn the prefetch and search engine suggest off.
To get rid of most annoying ads I use Stylish with the Ad Blocking FiltersetP, I also use a host file from http://www.mvps.org/winhelp2002/hosts.htm
, that I edit since most of the carp that is dangerous to windows has no effect on Linux, I leave just the annoying ad sites mostly.
The following user.js settings get rid of a lot of annoying web crap, especially when used with NoScript and Stylish.
/* Disable network prefetching/search engine suggest */
/* Put an end to blinking text! */
/* Disable image animation */
/* Disable scrolling marquees */
/* Block 3rd party cookies */