Here are some numbers from some small scale testing Oilkiller ran a couple years ago. 2 years is a long time in the computer world and even longer when you are talking about malicious software, so who knows how relevant these numbers are:
http://forum.calgarypuck.com/showpos...9&postcount=29
and a post that gives a chart showing some rankings.
http://forum.calgarypuck.com/showpos...8&postcount=80
It shows a little bit less favourable results for MSSE than I remember.
Like Hemi said, you really don't need to run anything unless you are partaking in risky activity. With that in mind, I choose the product that is the least hassle for me to deal with.