I've used many over the years, both McAfee & Norton slowed my system down, so I started using Avast, which did a very good job for several years now. I didn't like AVG until they introduced the 2012 version...the Security Suite version is pretty good. Have used MS Security Essentials but not long enough to make an opinion about it. Currently I am using ESET Smart Security...it is light on the system and doesn't slow you down...but I had to buy it online for about $30.
If I had to use one of the free versions I would go back to Avast. And like others here, I have used Linux (Mint, Vector, Ubuntu, Puppy) and they all were without problems.