I just changed to avast free from AVG free. I’m used to seeing spyware or malware found every time I scan (daily). I’m not seeing that with avast. What am I missing?
Maybe nothing…
Just that AVG couldn’t remove the infections, or just innocent cookies reported as malware, or false positives…
Run a boot time scanning with avast and check 
They have different antivirus engines. The threats that AVG found could have been false positives.
OK. I ran a boot time scan with avast. It found some corrupted files I knew I had in the Recycle Bin, but no spyware or malware. It’s hard for me to believe. I was under the impression that spyware was picked up every day.
avast has a better detection than avg, and less false positives than avg. so, I wouldn’t be worried about the “missing” detections from avast.
Spyware (or other malware) is not - or should not - picked up every day. If it is, there are serious unpatched vulnerabilities in the computer, and/or the security programs (AV/firewall) are turned off or disabled.
Cookies, on the other hand, are picked up every browsing session. They can be a minor privacy concern, but are easily deleted or blocked.
It is possible that what AVG was regularly reporting was a false positive, or tracking cookies, but without knowing the actual files reported, nobody could say.
I think a lot of them WERE tracking cookies. So, what are tracking cookies?
Http Cookie
http://en.wikipedia.org/wiki/HTTP_cookie
Are cookies really spyware and are they dangerous?
http://superantispyware.com/supportfaqdisplay.html?faq=26
and many security programs like avast! and Malwarebytes does not scan for cookies
As said in the links above, cookies are harmless. If you really do not want cookies, just set your browser to not accept them.
If you download and scan with SuperAntispyware free, you would probably find all of those tracking cookies. You might want to install and scan with MBAM (MalwareBytes) Free and see what it finds.