I use adaware, spybot search & destroy, Webroot Spysweeper, spyware blaster, Norton Security Scan (it's only an on demand tool, but it's free) Active Virus Shield. I just removed GesWall (because of a problem accessing safe mode). I think that was GesWall that was causing the problem.
Edit: and I also use SpyCatcher Express (I only use it as an on demand tool). It is free and can be downloaded from http://www.tenebril.com. Be careful with that one as it has a lot of false positives and I only recommend to run it as an on demand tool. It loads itself on startup everytime you run it though, so make sure you are using Webroot's startup program shield or for those that don't have it http://www.arovaxcompany.com/products/arovaxshield/ (freeware).
It will tell you when a program adds itself to startup and you can set it to automatic or it will ask you.
Sorry I misunderstood what you were saying though I would be careful as to what programs you install with Mcafee. I read a lot of complaints on their forum about them having to remove certain antispyware from there system. Wether you can download and install them after you install Mcafee I don't know.
Edit 2: Yes, you can install adaware or whatever other antispyware applications you want after you install Mcafee.