Norton? Eww... Norton's just... well... put it this way...
One time I ran a scan with Norton, it found 2 infected files, cleaned them. I ran a second scan immediately after, it detected nothing. I then ran a scan with Kaspersky, it found 12 more infected files that Norton couldn't.
I don't run a scanner all the time either, never have issues. After I format and reinstall Windows, once I'm done tweaking the registry/services/etc to make it safer and squeeze extra juice out of it, I throw on a few apps like CCleaner, SpywareBlaster, Malwarebytes Anti-Malware... every once in a while I might install Kaspersky to do a full AV scan, or even load up TrendMicro's Housecall if I don't feel like installing the full app... Avira AntiVir is a pretty decent free antivirus program.
I never got around to researching things like Sandboxie and OpenDNS as preventative measures, but if I'm ever unsure about a specific file or website, I'll load up VirtualPC to download/view it so I have a chance of it not infecting my actual filesystem.