I do use adware and spyware removers on my computer, just a personal preference I guess. I don't like how some of them can slow down the computer (mind you its an old one) and I'm kind of a neat freak when it comes to my computer, I don't like excess junk on it.
I use Adaware as well. I usually delete all of that information about once a week. Mainly because of the connections as Cerafina pointed out and how it can slow a computer down (mine is only a couple of years old - but with a new HD and still slow to me)
There's a difference between a simple tracking cookie, which has user benefits, and spyware, which monitors the customer in a way that is unreasonable and not agreed to, or may damage their system.
Most of the users are aware about Spyware and Adware, so they have security suites installed to prevent these tools. If anyone uses it there is little chance of success and more chance of being recognized for wrong reasons.
I use both Adaware and Spybot. The seem to compliment each other very well - they each pick up things the other ones miss. I also have them scheduled to run automatically on a regular basis so I regularly clean out anything I might pick up.