Are these good Internet security tools?

I want to install all of these free internet security tools on my brand new computer to both prevent and detect and remove any threats that may get into my computer(Virus, Spyware, Adware, Identity theft, etc). I do not want to spend alot of money on software like Norton which I hear isn’t that great anyway. Here is my list:

For Virus:
AVG Antivirus
Bit Defender

For Spyware and Adware:
Spyware Blaster
Spybot Search and Destroy
AVG Antispy
Windows Defender
Ad-Aware

Firewalls:
Zone Alarm
Comando Firewall

Are these good and is it ok to install and run them all together?

What are some free downloads from the internet?

I just got a new computer and don’t have much on it. I am looking for safe programs I can download for free of the internet. Games, working tools or things that are just plain interesting are all wanted. Any suggestions?