The absolute best protection is to run your updates. If you don't keep up with your updates, your computer can be compromised just by visiting a compromised site. The days of staying off porn sites and don't download stuff keeping you safe are gone. You would be amazed at how many different sites your computer pulls from in the background. For instance, go to any well known and trusted news site, all of the ads, links, icons, ect. come from many places. Any of these other places can be compromised pass malicious stuff through your news site.
Traditional anti-virus relies on a list of known bad items. You want to find anti-malware software that uses heuristics or behavior analysis, often called next-gen or machine learning.
Imagine that you are a security guard, and you have a list of known thieves. Someone wants to come into your business, you check your known thieves list. If someone is a thief but just hasn't been caught yet, they are not on the list, and therefore allowed in. This is traditional anti-virus.
Now imagine that the guy you let in is wearing dark clothes, is sneaking around with a flashlight, hiding from your cameras, and prying open locked offices. Traditional a/v will ignore this guy, after all, he was not on the bad guy list. Next gen anti-malware will see this thief behavior and go stop him, to hell with the bad guy list.
