I'll a number 8 to this:

8) Never access the web from your gaming machine. Windows is just not a great idea for web browsing, if the machine is used for anything of value at all. I don't even have a web browser installed on mine.
If I need to be looking at websites or downloading files. I'll do it with one of the Linux boxes at my desk and transfer files over the network.

It's a very effective stratergy. You won't catch anything from visiting dodgy or compromised sites ever. And your OS install on the gaming machine will remain clean, shiny and fast as the day you built it long past the lifespan of its harddrives themselves.
Sure, you have to change your behaviour slightly. But the anxiety and worry of trojans and such nasties ruining your day will be gone almost overnight.