You should also get yourself a basic internet history and disk cleaning utility like CCleanerA note on CCleaner: CCleaner will install the Yahoo! toolbar unless you uncheck the Add CCleaner Yahoo Tollbar and use CCleaner from your browser box during the installation process**
or a more advanced highly rated privacy protector like Tracks Eraser (Download a trial here) Window Washer (download a trial here) or CyberScrub (download a trial here) which will not just delete your files and internet history but overwrite it and make it almost impossible to recover.
For occasional use or, more specifically, when your PC is already infected with malware, you can download McAfee's Avert Stinger. It's free and designed to detect malware that (among other things) goes after security software.
A good registry utility scans your entire registry noting and comparing entries against existing programs and settings on your PC. When it finds and invalid entry, it scans your disk looking for the correct program or setting for that entry. If it can't reroute that entry to the correct program or setting, it safely deletes it.
Registry compression or defragmenting is not so important, in my opinion. I recommend you do it once every six months or so, maybe a bit more frequently than that. The Help file of Registry Mechanic, another good registry utility, gives a good description of registry compression:
Registry compacting removes gaps, wasted space and corrupt keys from the registry, and performs physical defragmentation of the Windows registry files. When the compacting process is complete, the registry acquires a linear structure, which reduces application response and registry access times, and improves system performance.