Realizing lots of people, maybe even most disagree with my somewhat C'est la vie attitude when it comes to malware & such, I wanted to point out an app that's in the news recently, called Sysrestore. It's not in the same league as Returnil, Sandboxie, or even Time Freeze, but it is a much less intrusive way to roll back your system to give you some protection for when things go wrong. That may mean more people will use it, &/or there's always my perspective: most big systems are already breached by pros [small fry like us aren't worth the bother], chances of detecting the most sophisticated malware are slim [Flame was accidentally discovered while top experts were looking for something else], & malware doesn't spread in a vacuum [we have to open the door for it 1st], so with reasonable care I don't think protecting your system should take priority over using it. At any rate Sysrestore is light weight [though it does add drivers & a large .bin file], & creating a restore point with it happens fast -- Much faster than a regular backup. Restores OTOH require 2 re-boots.
http://www.sysnew.com/sysrestore/
http://www.wilderssecurity.com/showthread.php?t=326754
I use VMs a lot for testing, though I don't consider them malware proof by any means. For more protection than Sysrestore offers, when I want to test on live Windows or want a bit more protection I use Wondershare's Timefreeze -- it redirects hard disk writes to a virtual disk, though without the level of added protections in Returnil. However Wondershare's app hasn't been updated in some time, & I don't know if it's even being developed any longer. Toolwiz makes a free alternative by the same name.
http://www.wondershare.com/pro/time-freeze.html
http://www.toolwiz.com/products/toolwiz-time-freeze/
http://dottech.org/freeware-reviews/25943/alternative-to-returnil-system-safe-toolwiz-time-freeze-allows-you-to-safely-test-software/
And, if worse comes to worse, maybe having Emsisoft's Emergency Kit on a USB stick might help.