I use Spybot S&D,
http://www.safer-networking.org/, in conjunction with Ad aware,
http://www.lavasoftusa.com. The Yahoo toolbar is basically the googlebar but yahooified. MSN has a toolbar coming out as well that links in with hotmail and msn messenger.
I have installed googlebar for IE since my girlfriend uses IE but I'll stick with using my Firebird. No need for extra software wasting memory then.
If you really like IE and don't fancy a toolbar then there are so called browser that are actually just wrappers for the IE rendering engine. Avant browser is one as is MyIE2.