No single antispyware program catches everything. Different ones have different strengths. Here are a few suggestions from my own experience.
For preventative, real-time protection, use Spyware Terminator. While Tech Support Alert.com (an older article) says Windows Defender's overall detection rate is slightly higher, it Spyware Terminator is much stronger when it comes to preventing infection in the first place. Another product that I have found to be quite effective is CyberDefender. It was on probation at Spyware Warrior, and in fact some scanners will still detect its SpyBlocs components as adware. CyberDefender also has antivirus, anti-spam, and anti-fraud in an all-in-one "seamless" unit that is supposed to be fully compatible with an existing, conventional antivirus on your machine. It's method of learning works in a way similar to that of class-leading HIPS product ThreatFire (formerly Cyberhawk) which now offers an effective free version as well. Either of the two products will protect you from most threats, but you should never assume your computer is clean just because one scanner says it is. You should also have at least one on-demand scanner on hand. The two I recommend most are AVG Anti-Spyware Free (formerly Ewido) and a-squared Free. These are both competent at detecting spyware, but they were originally designed to detect malware (especially Trojans, backdoors, etc.) According to Andreas Clementi's (AT) AV-Comparatives, these are the top two anti-Trojan scanners. Super Antispyware Free has also proven useful.
Another recommendation is for you to run an online scanner/stand alone app from time to time. See Kaspersky SOS, Pandas and Trend on the Online Help page.