Malware is a catch-all term for all viruses, trojans, worms, etc. Very few threats fall into a single category anymore, most malware has traits of all three, so defending against one type of threat is of little use. Anything that calls itself an antivirus is really anti-malware, it's just product naming using familiar terms.
All that you really need as a home user on a home computer is one antivirus/antimalware program with a built-in software firewall. Most of the good ones will also have additional features like browser plug-ins and email scanners built in as well. That gives you a simple, one stop shop for home computing security.
As important as having a good security software package is to keep your computer as up to date as possible with security patches and updates. Also having a firewall instead of a modem on your broadband line.