I got into an arguement a while back with this comment, but I'll say it again. I don't bother with an Antivirus app any more. Vigilance is by far the best tool in your armoury.
Basically, don't ever run any executable attachments that come in the email. Ever. Especially if you never specifically asked for them.
Think about it. A friend of mine sent me an email and attachment that he wasn't too sure about. The text went (roughly) along these lines:
"Hi, i [sic] send this in order to have your advice!"
and in the "From" field was an unknown email address (which I later heard was forged anyway). Doesn't really take a genius to work out what's in the attachment, right?
Anyway, point made, back to the question. AV apps are much and such the same, and seeing as AVG is free I'd normally go with that - but it really is more down to personal preference than anything else. So long as you keep the virus definitions up to date, you're going to be safe enough.
A quick question: Did you regularly update AVG with the latest virus definitions? You should have.