There isn’t a special module for spyware detection.
All protection that avast can give you is already there (most of it, antivirus and not antispyware).
I suggest Spyware Terminator for a resident antispyware (it could be used with avast, no conficts).
You can try ewido and a-squared (mostly antitrojan but also antispywares).
About the second question, Chest is safer because you can commite a mistake (or avast) and delete a wrong file: not infected (false positive) or a system must have file… then you won’t boot, for instance. 
