I think the Security Essentials setup has changed a bit with Windows 8, it wasn't that great before this, but it seems to do pretty good now. I am running Windows 8 Pro with MS Security Essentials, Windows Firewall and to keep the cookies clean I use Ccleaner on at least a weekly basis (I uncheck all the software and apps it wants to clean so it doesn't mess up any of my programs or windows files and let it basically do cache and cookie cleaning as well as temp files).
I also have a paid version of Malwarebytes which runs in the background to catch anything the others miss, as well as Malwarebytes being the easiest and best option to clean anything up since a lot of virus and spyware scanners tend to miss something here and there.
I have actually not been scanning my computer very much at all, maybe once a month at best (used to be 2 times a week and I'd still get infected with something!). So far so good.
I can honestly say that since installing Windows 8 about this time last year or so, I have not had a single virus or spyware attack on my machine. I used to get hit at least b-monthly with something or another no matter what security software I used lol, so something has changed somewhere in these systems.
Anyways, that works well for me.