For a firewall I'd use either Firestarter or Guarddog. Both are front-ends to iptables, but have different interfaces and options. If you prefer Gtk based apps with Gnome then I'd try Firestarter first. If you use KDE like I do then I'd recommend Guarddog. Both will work well under both KDE and Gnome though, so feel free to pick the one you prefer.
For anti-virus there was a recent study that showed ClamAV as the best. The main ClamAV package is command line only, so I'd recommend KlamAV or ClamTk as a front-end if you prefer a graphical interface.
You shouldn't need an anti-spyware program. I've never heard of anyone having a problem with it. One of the biggest reasons is that anything you download is not given execute rights so it can't do anything.