Browsing the web is probably the easiest way to unknowingly infect your computer. This is usually done through ActiveX and scripts or misleading the user into downloading something malicious.
SpywareBlaster
SpywareBlaster is a piece of software designed specifically for Internet Explorer to prevent the installation of spyware and adware through ActiveX. It also blocks cookies that might be used for tracking purposes and allows the user to disable Flash. There are also upgrades to SpywareBlaster Pro and Enterprise editions. Like most of the software on this list the pay version offers automatic updates, multi-user functionality and technical support.
NoScript
NoScript is a Firefox plug-in that lets the user choose trusted sites that are allowed to run Java, Flash and other kinds of scripts. This is a lot more convenient than manually turning these on and off in the browser settings plus NoScript saves your settings on a site-by-site basis.
Tor
Making your browsing anonymous using Tor can prevent others from peaking at your network activity including the websites you browse, what kinds of servers you are connecting to, and personal and financial information. Tor accomplishes this using a network of volunteered computers, bouncing your encrypted requests between them before reaching the desired server. Tor is not 100% effective at hiding the data going through its exit nodes (the last computer your request bounces off before it reaches the server) but the source is still anonymous. Like any piece of software you should read up on its documentation before implementation.