Firefox is pretty good. It's easily the fastest browser I've used (out of IE, Netscape, Mozilla [I know its the same company, Firefox is still faster though], and Opera). It seems to be immune to the spyware/adware that's currently on my system til tomorrow's or day's after format. It's got the tabs which, as you know, are very handy.
About deleting those files, it's usually randomly named files like ynirad or DBHSPTD that put back files that ad-aware and spybot and the like destroy. They load dll's that you can't shutdown in the same session which ensure that the spyware/adware stays.
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