Hi,
Windows Defender is liked by many, however I can only express that it's detection rate is not the best, and I do recommend another Antivirus product instead of it whether you are or are not an advanced user. I know many "advanced users" who become infected, whether that be by ransomware and having all their personal documents encrypted or via a trojan downloader which will have a bunch of malicious software downloaded onto your system (and then of course executed). However, for some, Windows Defender really is enough and they do not become infected whilst using it.
To answer your question regarding whether you should use Qihoo 360 or ESET, I will recommend you pick ESET. I recommend ESET over Qihoo because I personally do not feel that Qihoo is as pollished as ESET is, and I see more occurances of where Qihoo is promoted via adware/PUP installations (usually in the background without the user being aware). I do not feel this is very good, and Qihoo could try to take action to prevent the bundling. I see very less occurances of where ESET is promoted through adware/PUPs, same for other vendors like Emsisoft, F-Secure, Malwarebytes. I am not saying Qihoo is malicious, however it's promoted through Adware/PUPs quite frequently - this is not a good thing in my opinion.
You can also execute applications you are unsure of in a Virtual Machine or a Sandbox. If you use a Sandbox, I recommend using Sandboxie. I feel a Virtual Machine is safer, but it's really up to you.
I'm not a fan of Windows Firewall, you can test out a firewall test online and check your results. To try and strenghen your firewall, you could try using Comodo Firewall (free version). However, if it performs badly and does not work as effective as expected, you can always go back to Windows Firewall if you'd like.
You may be interested in scanning new applications at
https://www.virustotal.com/ before having them executed on your main system also. You can get a view of what the other vendors think this way, without having to install each different product. Just make sure if you are prompted with an alert by VirusTotal regarding reanalysing and checking the last analysis, make sure to have it reanalysed.
If you do decide to use Windows Defender, I cannot express enough how careful you should be of the fake rogue Antiviruses which pretend to actually be Windows Defender - yesterday I caught one which tried to have as identical UI to Windows Defender as possible, however it was fake (displayed fake results, promoted another fake product to try to trick the user into purchase,...). There are always a few people who become tricked by them. Be careful.
AppGuard is a good product too, if configured correctly. However, you may also want to use ESET with it. I will note that if you use ESET Smart Security, another firewall like Comodo Firewall will be unnecessary - ESET Smart Security has a firewall built into it.
Make sure to check the links prior to visiting them. This will also help keep you safer.
Cheers.