Now that you are equipped with a protective browser you are under less threat from spyware, however you are still in danger if you act foolishly. There are certain types of websites that will give you spyware or Acitve X controls (lets just call there viruses for now) no matter what browser you are using.
Due to this fact - there are certain websites that you should make sure you avoid, I will list some of the most commonly known genres of site that you should not visit.
1) Warez
A warez site is one where you can apparently download illegal software or games, most of these sites are total scams, and exist only to make money by infecting their users with spyware.
2) Pornography
Dont need to explain this one much, por site owners are out to get as much money as they can, they dont care if its at your expense.
3) Free Music
Not a dead cert for spyware, but remember that old age saying "nothing truly comes free"
You also need to watch out for soyware in programs, for example MSN Plus comes with a whole bundle of spyware which it will install whether you like it or not, this is really just common sense, in most cases you dont have a choice, but if an installation has "would you like to install our sponsor program?" always say NO.
This is pretty much all I have come across in the field of spyware protection, hope it helps you out.