SysInternals' free Autoruns utility can help you track down what's auto-starting, so you can get rid of stuff you don't want. If you use it from a low-privilege account, and then from an admin account, you'll probably notice that there are a lot more places that spyware and other nasties can hook into from an admin account. Yet another good reason to do your day-to-day work logged in as a low-privileged user.

Note that SysInternals also recently released another tool, called RootKitRevealer, which may help identify persistent rootkits.