Anti-Spyware Necessary or Recommended?

I was told many years ago that in addition to a good anti-virus program, you should always use a good anti-spyware program. My operating system is Windows 7 Professional, and I currently use ESET Smart Security as my anti-virus, and Malwarebytes Anti-Malware Pro as my anti-spyware. However, after two years of using this combination, Malwarebytes Anti-Malware Pro has not picked up one spyware. On the other hand, Malwarebytes Anti-Malware Pro *has* picked up numerous false positives. :\ Is there a better anti-spyware program, or am I good with just ESET Smart Security?