We disable the built in firewall here at work, so I am running the Jetico Firewall betas which work on vista. Zonealarm doesn't work on it, which is odd, since they built the windows firewall initially.
Our antivirus doesn't support Vista. I am running the open source clamwin, which seems to work well. I don't get viruses anyways.
The built in indexing was working fine for the first week, but now it doesn't index my pst that is open in outlook. I am using the inferior google desktop, but it works fine :)
Things I like:
Sidebar is really nice, there are some good widgets for it. It doesn't slow things down like the yahoo widgets do.