Do these have spyware protection as well?
Yes. AVAST, AViIRA and AVG antivirus products all have antivirus and anti-spyware protection. Those are free, if you don't need the advanced protection solutions coming with paid versions.
All three are decent free antivirus/antispware products though I'd consider AVAST and AVira more only because more people are having installation issues with AVG for some reason.
In any case, one antivirus program will be enough on your computer.