Another thing to remember, quite often, security programs may not mix well (keyword, "may"). Some security programs put hooks into the operating system. Any two such security programs can, and usually will, cause severe performance penalties if installed together. And some such security programs require special procedures to uninstall them completely.
Different security programs check for different things. Such as: Norton and McAfee check for true Viruses, Trojans, etc. Malwarebytes checkes for adware, browser hijackers, etc. But Norton 360 and Malwarebytes can not co-exist on your PC for long, due to the performance penalties that build up over a few days. (In this case, I have discovered that merely uninstalling Malwarebytes is enough to recoup the lost performance.)
My experience is from Norton 360 and Malwarebytes, but I am sure others can relate experiences with other combinations.