No matter what the choice of AV or Anti-spyware programs are, they all have a failure rate. Malware infection threads such as this one prove that. Even people using well-respected realtime monitoring or scanning programs are still getting infected. When that happens, it is often the case that the malware can be cleared with 'after the event' programs and methods but what a lengthy and complicated procedure that can be.
I don't think I'd be entirely happy with a cleaned system if unfortunate enough to pick up some malware. It might well be gone but I'd always feel somewhat uneasy about visiting a bank or payment site with a computer that had been infected and subsequently cleaned. Probably just me being over-cautious.
My computer hasn't yet been infected, which I put squarely down to being a user of Sandboxie. In view of the failure rate other measures seem to have, I think some sort of virtualization is the only way to go for protection these days.
If that measure was to ever let me down, I'd use a disk image every time for returning the computer to a non-infected condition. Using the image can mean a few lost files if they aren't backed up to another disk but they mostly are in my case. Also, there would be some Windows Updates and AV definitions to catch up on. Even then though, the recovery would be much quicker and more certain than carrying out the often lengthy procedure of cleaning malware off the existing system.
I'd see no point in me switching to a Mac. It would be a different computer but not necessarily a better one in my opinion. My computer certainly needs attention in the security department but with that apparently properly taken care of, I can use it to run art programs, write letters, go on the Internet and do all the other things Mac users do.