If you want to change an AV and you want to tweak the settings then i suggest to move to Comodo IS.
For me it's the king of tweaking
.
Now about ESET i can suggest a couple of things you can change.
1st is the HIPS.You can change the setting to Smart Mode and it will alert you if something new is trying to launch to your system.
You can also use first training mode and after a week you can switch to
Interactive Mode which gives even more notifications than Smart Mode.
Another suggestion is to upgrade to Eset Smart Security.
There you can take advantage of the Eset Firewall which has some additional features that can make your security set up even better.
Now if you have decided to change from Eset to another security product my first suggestion is Emsisoft.
Very good protection package at default settings.
But to be honest whatever product you choose KIS, AVAST F-SECURE etc... i think you will be protected.
I hope i have helped