An antivirus is a system that will analyze files and determine whether they are safe or not. Sometimes, when there is no definition for a new virus, the only protection you will have is your own intelligence.
You are a system that can analyze files and determine if they're safe too. "Where did this file come from? Is it from a reliable source?"
If you are looking for an antivirus that will protect you so you can open any file recklessly, then I suggest you just use an old PC that you can discard later. And don't use it to open your emails or bank account, or anything personal, because if you run unknown files recklessly you will get infected sooner or later.
However, if you are careful, then the antivirus can fulfill its
secondary function in protecting you. As stated above by me and others, your habits play a more important role than your antivirus. Your actions, from updating Windows to running new files, will determine the outcome.
Having said that, I'd agree ESET is a good choice (lightweight and effective). But others such as Norton, Kasperky, and even free antiviruses like avast!, can protect you well enough. Paid or free will depend on the level of support you think you'll need. But beware, some companies offer very poor support, although virus removal may be better in paid products. Sorry if I raised more questions than I answered, but that's just how it goes