AVG is garbage. On average only 85% detection, horrible trojan detection, poor heuristics, slow updates and threat responses, and almost no packer support. If you've used AVG for awhile, then you have a 25% chance of already having an infection.
McAfee is MUCH better than AVG, but it is pretty bloated, and has a horrible security center spam application.
If you want amazing detections, gotta go with Kaspersky or VBA32. VBA32 I find lighter than Kaspersky, and more features - sign up for beta and it is free. DrWeb is a solid 95% detection product with strong heuristics, and is a good option for gamers needing a super-light av.
Pick VBA32, Kaspersky or DRweb, then run Safe'n'Sec as your backend, switch to Firefox, or run IE in Sandboxie, and never again be infected. Simple.