As my computer is currently set up, I have 3 AV's: AVG (paid), Malwarebytes, and Spybot S&D. I think that each one of these serves a purpose: AVG gets your real malware - Trojans, Worms, etc. and provides real-time protection, Malwarebytes gets adware (which AVG misses with alarming frequency), and Spybot gets spyware (which the other two have missed on occasion) and tracks. This setup has worked well for me, especially since only one AV provides real-time protection. However, I also know that multiple AV's generally don't serve much of a purpose (as implied in this question: Is there a way to use multiple firewalls / antivirus for penetration testing? , and said outright in another one I can't find). Am I justified in having all three of these on my computer, given that each one catches things the others don't?
Why not? If Malwarebytes catches things that AVG doesn't you're perfectly right. Problems arise as soon as you have multiple real-time scans running synchronously, which you haven't. There's nothing to be said against running those "remove-my-evil-malware" tools from time to time.