I too can vouch for Avast. It scans files as they are opened and ran. You can actually open the GUI and watch it scan files that are being read and written in real time.
I've seen AVG fail 3 times now on different systems. It detects when the system is overran and then it can't fix anything.
I no longer use Windows for internet browsing and personal use. I use Ubuntu and only use Windows for recording.
Ubuntu homepage | Ubuntu