I tried running zemana and kaspersky together, and it slowed down my system, so I do not run zemana in real-time.
If you enable Trusted Applications Mode in Kaspersky, it is default/deny, so you wouldn't really need Voodoo. But Voodoo is much easier to manage than TAM.
So I think that KIS+VS is a very good combo.
If you want to add free keylogger protection, use KeyScrambler.